Log weighted prior for the Var-SCP model as described in Appendix C.2 of Berlind, Cappello, and Madrid Padilla (2025). This prior ensures that in the absence of a change-point, the posterior probabilities are approximately uniform.
Log weighted prior for the Var-SCP model as described in Appendix C.2 of Berlind, Cappello, and Madrid Padilla (2025). This prior ensures that in the absence of a change-point, the posterior probabilities are approximately uniform.