Reference / binference.priors.InverseGamma

binference.priors.InverseGamma

class binference.priors.InverseGamma(a=2.0, b=1.0)

Inverse-gamma prior with shape a and scale b.

Parameters:

afloat, optional

Shape.

bfloat, optional

Scale.

__init__(a=2.0, b=1.0)

Methods

__init__([a, b])
dlogpdf_u(u)
from_quantiles(lower, upper[, tail])	The inverse gamma with P(< lower) = P(> upper) = tail.
logpdf_u(u)
median()
sample(n, rng)

Attributes

fixed

classmethod from_quantiles(lower, upper, tail=0.01)

The inverse gamma with P(< lower) = P(> upper) = tail.

Useful for GP length scales: put little mass below the resolution of the grid and above the size of the domain (Betancourt 2017, “Robust Gaussian processes in Stan”).

Parameters:

lower, upperfloat

Values below and above which the prior puts mass tail.

tailfloat, optional

Prior mass below lower and above upper.