Find parameters of the inverse Gamma distribution such that plb of the probability mass is below lb and pub of the probability mass is above ub.

Find parameters of the inverse Gamma distribution such that plb of the probability mass is below lb and pub of the probability mass is above ub.

Usage

invgamma_prior(lb, ub, plb = 0.01, pub = 0.01)

Source

From brms following https://betanalpha.github.io/assets/case_studies/gp_part3/part3.html.

Arguments

lb

Lower bound.

ub

Upper bound.

plb

Proportion of the mass below lb, defaults to 0.01.

pub

Proportion of the mass above lb, defaults to 0.01.