Hello,
I have a question with regards to specifying an inverse Wishart distribution as a prior in my Stan model. I already know all the downsides of using this specific prior, but regardless of that, I need to try something out.
It seems that the inverse Wishart distribution in Stan requires two parameters: degrees of freedom and a scale matrix S. I was wondering which values should I supply for these parameters if I want a weakly informative prior? I am also confused as to what the matrix S should look like and how can I build this matrix in Stan? Any help would be appreciated, thanks!