Specify a Cauchy prior — prior

Cauchy is Student-t with df = 1; this constructor is a convenience wrapper around prior_student_t(). It has very heavy tails and should be used with care — modern recommendations generally prefer prior_student_t(df in 3:7, ...) over Cauchy for regression coefficients to keep sampling well-behaved (see Piironen & Vehtari on the horseshoe; Ghosh et al. 2015).

Usage

prior_cauchy(mean = 0, sd = 2.5, autoscale = FALSE)

Arguments

mean: Prior location (default 0).
sd: Prior scale (default 2.5).
autoscale: See prior_normal(). Default FALSE.

Value

A list with components distribution = "student_t", df = 1, mean, sd, autoscale.

Examples

prior_cauchy(mean = 0, sd = 2.5)
#> $distribution
#> [1] "student_t"
#> 
#> $mean
#> [1] 0
#> 
#> $sd
#> [1] 2.5
#> 
#> $df
#> [1] 1
#> 
#> $autoscale
#> [1] FALSE
#>