IndependentNormalWishartPrior.cross_equation

IndependentNormalWishartPrior.cross_equation: float

Relative tightness of cross-variable coefficients \(\lambda_2\).

The hyperparameter this pairing exists to keep: a cross lag’s standard deviation is the own lag’s times this, and any value is admissible because the coefficient prior is stated independently of \(\Sigma\). Must be positive.