Specifies LKJ decorrelation degrees of freedom for each OMEGA block.

OLKJDF is an option of the $ESTIMATION record. $OLKJDF is a separate record that allows the user to specify LKJ decorrelation degrees of freedom for each OMEGA block.

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 $OLKJDF 0 (default)
 $OLKJDF [value ... ]
 $OLKJDF [(value)[xn]] ...

;# EXAMPLE

 $OLKJDF 4.5 3.5 -2.0

The example shows that 4.5 degrees of freedom are specified for the first omega block, 3.5 for the second, and - 2.0 specifies 2 degrees of freedom for the third omega block, but a user-defined definition of the standard deviations of the diagonals for the third omega block. Use the OMEGA_STD_PRIORU.f90 file in the ..\source directory as a template to modify the OMEGA_STD_PRIORU to provide the desired probability density function. Set $SUBR OTHER=OMEGA_STD_PRIORU.f90 to use the user modified template (you may rename the file for organizational purposes).

See also OLKJDF option of $ESTIM.