Regularized Horseshoe Prior for a Vector Distribution

Regularized Horseshoe Prior for a Vector Distribution

Usage

prior_horseshoe(
  df = 1,
  df_global = 1,
  df_slab = 4,
  scale_global = 1,
  scale_slab = 2
)

Arguments

df

(number) degrees of freedom of the half-Student-t prior for local shrinkage parameters.

df_global

(number) degrees of freedom of the half-Student-t prior for the global shrinkage parameter.

df_slab

(number) degrees of freedom of the Student-t slab.

scale_global

(number) scale of the half-Student-t prior for the global shrinkage parameter.

scale_slab

(number) scale of the Student-t slab.

Value

A Prior object.

See also

Other Prior: prior_beta(), prior_cauchy(), prior_const(), prior_const_vector(), prior_gamma(), prior_init_only(), prior_invgamma(), prior_logistic(), prior_loglogistic(), prior_lognormal(), prior_normal(), prior_normal_vector(), prior_std_normal(), prior_student_t(), prior_uniform()

Examples

prior_horseshoe(df = 1, df_global = 1, df_slab = 4, scale_global = 0.1, scale_slab = 2)
#> 
#> Prior Object:
#>    horseshoe(df = 1, df_global = 1, df_slab = 4, scale_global = 0.1, scale_slab = 2)
#>