LdltConfig
model.LdltConfig(self, ig_shape=3, ig_scale=0.01)Prior for Covariance Matrix
Specifies inverse-gamma prior for cholesky diagonal vector.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| ig_shape | float | Inverse-Gamma shape of Cholesky diagonal vector, by default 3 | 3 |
| ig_scale | float | Inverse-Gamma scale of Cholesky diagonal vector, by default .01 | 0.01 |
Attributes
| Name | Type | Description |
|---|---|---|
| shape | float | Inverse-Gamma shape |
| scale | float | Inverse-Gamma scale |