$SLKJDF

Specifies LKJ decorrelation degrees of freedom for each SIGMA block.

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

;# Example
 $SLKJDF 4.5 3.5 -2.0

DISCUSSION

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

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

For any blocks without degrees of freedom defined, default value 0 is used.

RECORD ORDER:

Follows $SIGMA