------------------------------------------------ lines 5-102 of file: xrst/model/fixed_value.xrst ------------------------------------------------ {xrst_begin fixed_value} {xrst_spell ll } The Fixed Effects Value Density Function ######################################## theta_j ******* We use :math:`\theta_j` to denote one component of the :ref:`fixed effects` vector. prior_id ******** We use *prior_id* for the prior that is attached to the *j*-th fixed effect; see :ref:`model_variables@Prior for a Variable` . lambda_j ******** If :math:`\theta_j` is a :ref:`smoothing standard deviation multiplier` then :math:`\lambda_j = 1`. Otherwise :math:`\lambda_j` is the :ref:`smooth_table@mulstd_value_prior_id` multiplier for the :ref:`smooth_table@smooth_id` corresponding to :math:`\theta_j`. mu_j **** We use :math:`\mu_j` to denote the :ref:`prior_table@mean` corresponding to *prior_id* . sigma_j ******* We use :math:`\sigma_j` to denote the :ref:`prior_table@std` corresponding to *prior_id* . eta_j ***** We use :math:`\eta_j` to denote the :ref:`prior_table@eta` corresponding to *prior_id* . d_j *** We use :math:`d_j` to denote the :ref:`prior_table@density_id` corresponding to *prior_id* . In an abuse of notation, we include :ref:`prior_table@eta` and :ref:`eta` in *d_j* ; see :ref:`statistic@Notation@d` . delta_j ******* We use :math:`\delta_j` to denote the transformed standard deviation corresponding to *prior_id* .. math:: \delta_j = \left\{ \begin{array}{ll} \log ( \mu_j + \eta_j + \sigma_j ) - \log( \mu_j + \eta_j ) & \R{if \; log \; density} \\ \sigma_j & \R{otherwise} \end{array} \right. V_j^theta ********* The value density for the *j*-th component of :math:`\theta` is .. math:: V_j^\theta ( \theta ) = \exp \left[ D \left( \theta_j \W{,} \mu_j \W{,} \lambda_j \delta_j \W{,} d_j \right) \right] where :math:`D` is the :ref:`log-density function` . V^theta ******* Let :math:`n` be the number of fixed effects. The value density for all the fixed effects :math:`\theta` is defined by .. math:: V^\theta ( \theta ) = \prod_{j=0}^{n-1} V_j^\theta ( \theta ) {xrst_end fixed_value}