horseshoe: Constructor for horseshoe class
In ebnm: Solve the Empirical Bayes Normal Means Problem
horseshoe R Documentation
Constructor for horseshoe class
Description
Creates a horseshoe prior (see Carvalho, Polson, and Scott (2010)). The
horseshoe is usually parametrized as
\theta_i \sim N(0, s^2 \tau^2 \lambda_i^2),
\lambda_i \sim \mathrm{Cauchy}^+(0, 1),
with s^2 the variance of the error distribution. We use a single
parameter scale, which corresponds to s\tau and thus does
not depend on the error distribution.
Usage
horseshoe(scale)
Arguments
scale
The scale parameter (must be a scalar).
Value
An object of class horseshoe (a list with a single element
scale, described above).
ebnm documentation built on Oct. 13, 2023, 1:16 a.m.
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| horseshoe | R Documentation |
Constructor for horseshoe class
Description
Creates a horseshoe prior (see Carvalho, Polson, and Scott (2010)). The
horseshoe is usually parametrized as
\theta_i \sim N(0, s^2 \tau^2 \lambda_i^2),
\lambda_i \sim \mathrm{Cauchy}^+(0, 1),
with s^2 the variance of the error distribution. We use a single
parameter scale, which corresponds to s\tau and thus does
not depend on the error distribution.
Usage
horseshoe(scale)
Arguments
scale |
The scale parameter (must be a scalar). |
Value
An object of class horseshoe (a list with a single element
scale, described above).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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