Steady state prior variance can not be set per variable.

[jonlachmann]

Hi!

I am using the BMR package a bit and especially the Steady-State prior. From the paper by Mattias Villani I gather that it is useful to be able to set the prior variance per variable, to express a varying degree of how determined I am that a variable has a specific steady state.

This was however not possible in the package, but when I investigated the code I realized that it was not too advanced to add it. I have forked the repository and added this change, which can be seen here jonlachmann@e54e00b.

Is this something that would be interesting for you to get a pull request on?

Best regards Jon Lachmann