Learn R Programming

brms (version 1.7.0)

horseshoe: Set up a horseshoe prior in brms

Description

Function used to set up a horseshoe prior for population-level effects in brms. The function does not evaluate its arguments -- it exists purely to help set up the model.

Usage

horseshoe(df = 1, scale_global = 1, df_global = 1, autoscale = TRUE)

Arguments

df

Degrees of freedom of student-t prior of the local shrinkage parameters. Defaults to 1.

scale_global

Scale of the student-t prior of the global shrinkage parameter. Defaults to 1. In linear models, scale_global will internally be multiplied by the residual standard deviation parameter sigma.

df_global

Degrees of freedom of student-t prior of the global shrinkage parameter. Defaults to 1.

autoscale

Logical; indicating whether the horseshoe prior should be scaled using the residual standard deviation sigma if possible and sensible (defaults to TRUE). Autoscaling is not applied for auxiliary parameters or when the model does not contain the parameter sigma.

Value

A character string obtained by match.call() with additional arguments.

Details

See set_prior for more details about the horseshoe prior.

See Also

set_prior

Examples

Run this code
# NOT RUN {
set_prior(horseshoe(df = 3, scale_global = 2))

# }

Run the code above in your browser using DataLab