GP: lengthscale: Use inverse-gamma prior if ls_sd = 0
#257
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@seabbs In the manual, |
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@seabbs I've tested this. It's ready to go. |
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This is a proposal to address #255. It allows using an inverse-gamma prior on Gaussian process (GP) length-scale parameter while keeping the user interface and the default log-normal prior unchanged. The parameters of the inverse-gamma prior are a function of
ls_maxand have been tested for both short and long simulations where the default prior makes the model unstable. The new prior is more stable for long simulations and adaptively change the distribution based on the simulation length (total number of days) without relying on the user inputs or the fixed defaults. It can be tested by settingls_sd = 0ingp_opts().I haven't updated the docs (
roxygen2::roxygenize()) or reconfigured because I use the development version on Stan.Here's the summary plot from the example with
gp = gp_opts(ls_sd = 0):@seabbs Feel free to make any changes to this proposal.