# 09: Priors

## Overview

`priors` is a `list` specifying the priors for various hyperparameters and auxiliary values in the model. By default, all of these values are specified according to the literature, but RSTr allows the capability of specifying your own priors. If you wish to provide priors, note that you don’t have to specify `priors` for all parameters if you only want to specify some of them - any undefined `priors` will be defined by the default values. For example, you can specify only the priors for `lambda_sd` and all other values will be generated on their own. However, if one value is specified for a certain parameter in `priors`, all values must be specified for that parameter in `priors`: you cannot, for example, define priors for just one year of `lambda_sd`. Finally, any values included in your `priors` list that aren’t aligned with the above names will be ignored.

## Prior specifications

The models in RSTr share many `priors`, but a couple of models have `inits` that are unique to them. All potential priors are presented here.

### Priors for the MSTCAR model

The following are all priors used in the MSTCAR model:

- `Ag_scale` and `Ag_df`: These are the scale and degrees of freedom priors used with Wishart-distributed random variable `Ag`. `Ag_scale` is a positive-definite symmetric matrix and `Ag_df` is a `double` of at least size `n_group`;

- `G_scale` and `G_df`: These are the scale and degrees of freedom priors used with Inverse-Wishart distributed matrix slices of random variable `G`. `G_scale` is a positive-definite symmetric matrix and `G_df` is a `double` of at least size `n_group`;

- `tau_a` and `tau_b`: These are the rate and scale priors used with Inverse-Gamma distributed random variable `tau2`. `tau_a` and `tau_b` must both be positive real numbers;

- `rho_a` and `rho_b`: These are the shape priors used with Beta-distributed random variable `rho`. `rho_a` and `rho_b` must both be positive real numbers;

- `lambda_sd`: An array of positive real numbers describing the candidate standard deviation in the Metropolis update for the estimated rates `lambda`. These values will be adaptively updated at the start of each batch; and

- `rho_sd`: A vector of positive real numbers describing the candidate standard deviation in the Metropolis update for the temporal correlation `rho`. These values will be adaptively updated at the start of each batch. Note that this is only used if `update_rho = TRUE`.

### Priors for the MCAR model

The MCAR model shares all of the priors as the MSTCAR model, but does not include the following: `Ag_scale`, `Ag_df`, `rho_a`, `rho_b`, `rho_sd`.

### Priors for the CAR/RCAR model

The CAR models include only the following from above: `lambda_sd`, `tau_a`, and `tau_b`. CAR models also take priors `sig_a` and `sig_b`, which hold similar shape and restriction to `tau_a` and `tau_b`.