Prior weights at quadrature points

The density of a skew-normal prior (fGarch::dsnorm(), which is the normal density when skew = 1) at the quadrature points, rescaled to sum to 1.

Usage

prior_weights(x, mean = 0, sd = 1, skew = 1)

Arguments

x

Quadrature points.

mean, sd

Mean and standard deviation of the prior.

skew

Skewness parameter of the prior, xi in fGarch::dsnorm().

Value

A numeric vector of weights, one for each value of x.

Examples

prior_weights(seq(-4, 4, length.out = 10))
#>  [1] 0.0001189608 0.0028053608 0.0300211618 0.1457874064 0.3212671103 0.3212671103 0.1457874064 0.0300211618 0.0028053608 0.0001189608