$SVARF

Specifies the weighting to the standard deviations of SIGMA.

The example shows that 2.0 is specified for the first sigma block, 5.0 for the second. If the corresponding record $SLKJDF value is negative then this is argument STDSSP in user-defined SIGMA_STD_PRIORU.f90.

DISCUSSION

The $SVARF is a separate record that allows the user to specify the weighting (inverse variance) to the standard deviations LKJ decorrelation degrees of freedom for each SIGMA block. Used with NUTS method.

$EST SVARF over-rides $SVARF.

Calendar 2026 Jan 12
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