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Specify a Cauchy prior

Source: R/priors.R
prior_cauchy.Rd

Cauchy is Student-t with df = 1, a wrapper around prior_student_t(). Its very heavy tails can slow sampling; a Student-t with 3 to 7 degrees of freedom is usually preferred for regression coefficients.

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
#>