Joint prior

Defines the joint prior of a structural block.

Usage

joint_prior(
  block,
  var.index = 1:block$n,
  a1 = block$a1[var.index],
  R1 = block$R1[var.index, var.index]
)

Arguments

block

dlm_block object: The structural block.

var.index

Integer: The index of the variables from which to set the prior.

a1

Numeric: The prior mean.

R1

Matrix: The prior covariance matrix.

Value

A dlm_block object with the desired prior.

Details

The discount factor must be the same for all variables whose prior is being modified. For the details about the implementation see ArtigoPacote;textualkDGLM.

References

See also

Other auxiliary functions for defining priors.: CAR_prior(), zero_sum_prior()

Examples

polynomial_block(mu = 1, D = 0.95) |>
  block_mult(5) |>
  joint_prior(var.index = 1:2, R1 = matrix(c(1, 0.5, 0.5, 1), 2, 2))
#> Mixed DLM block.
#> latent states: 
#>     Var.Poly.1: Level (1 variable(s))
#>     Var.Poly.2: Level (1 variable(s))
#>     Var.Poly.3: Level (1 variable(s))
#>     Var.Poly.4: Level (1 variable(s))
#>     Var.Poly.5: Level (1 variable(s))
#> 
#> Linear predictors: 
#>     mu.1
#>     mu.2
#>     mu.3
#>     mu.4
#>     mu.5
#> 
#> Status: defined
#> Serie length: 1
#> Interventions at: 
#> Number of latent states: 5
#> Number of linear predictors: 5