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Priors for MARS model

Source: R/prior.R
prior.Rd

Priors in MARS are set by providing character strings which are then parsed into an expression and evaluated in the model environment (see example). This provides flexibility to set a prior for any desired model parameter or variable. See list of parameters in the documentation for [check_parameters()] for options (note that priors for log_rdev_ys and log_initrdev_as are not needed as they're hard-coded into the model). Several functions below generate the character string for the prior for important dynamics parameters, such as natural mortality and steepness.

Usage

prior_h(MARSdata, s = 1, m, stdev)

prior_M(MARSdata, s = 1, meanlog, sdlog)

prior_q(MARSdata, i = 1, meanlog, sdlog)

Arguments

MARSdata

Data object. Class MARSdata

s

Integer for stock

m

Mean in un-transformed space

stdev

Standard deviation in un-transformed space

meanlog

Mean of the lognormal distribution on the log scale

sdlog

Standard of the lognormal distribution on the log scale

i

Integer for the corresponding index

Value

Character.

Details

  • prior_h returns the log prior for stock-recruit steepness. Beta distribution for the Beverton-Holt function and normal distribution for Ricker function.

  • prior_M returns the log prior for natural mortality. Lognormal distribution.

  • prior_q returns the log prior for index catchability. Lognormal distribution.

Examples

# Add M and steepness prior to model

dat <- new("MARSdata")
dat@Dmodel@ns <- 1
dat@Dstock@SRR_s <- "BH"

pr_M <- prior_M(dat, s = 1, log(0.25), 0.3)
pr_h <- prior_h(dat, s = 1, 0.8, 0.15)
dat@Dmodel@prior <- c(pr_M, pr_h)