| tulpa_priors | R Documentation |
Specify priors for model parameters. Supports both PC (penalized complexity) priors for variance components and standard distributions for other parameters.
A tulpa_priors object is what the simulation tools draw parameters from:
prior_predict() and tulpa_simulate() with theta = NULL. The model
fitters do not read one. tulpa() carries its own defaults, set per backend
through its beta_prior, re_prior and hyperprior arguments:
Fixed effects: prior_normal(0, 2.5) on every backend – the same default
as beta here.
Random-effect SDs: a PC prior with P(sigma > 3) = 0.01 (plus an LKJ(2)
prior on a correlated block's correlations) on the routes that integrate or
maximize over them (nested Laplace, re_cov_nested, mode = "eb");
half-Cauchy(2.5) on the samplers (re_prior$sigma_re_scale, and
re_prior$prior_sigma_scale for mode = "gibbs"); an inverse-Wishart
under control$re_cov = "gibbs".
The sigma, phi, rho_temporal and rho_spatial defaults below are
therefore the simulation defaults, not the priors a fit ran under.
tulpa_priors(
beta = NULL,
sigma = NULL,
phi = NULL,
rho_temporal = NULL,
rho_spatial = NULL
)
## S3 method for class 'tulpa_priors'
print(x, ...)
## S3 method for class 'tulpa_prior'
print(x, ...)
## S3 method for class 'tulpa_prior_normal'
format(x, indent = "", ...)
## S3 method for class 'tulpa_prior_half_normal'
format(x, indent = "", ...)
## S3 method for class 'tulpa_prior_half_cauchy'
format(x, indent = "", ...)
## S3 method for class 'tulpa_prior_gamma'
format(x, indent = "", ...)
## S3 method for class 'tulpa_prior_exponential'
format(x, indent = "", ...)
## S3 method for class 'tulpa_prior_beta'
format(x, indent = "", ...)
## S3 method for class 'tulpa_prior_pc'
format(x, indent = "", ...)
## S3 method for class 'tulpa_prior'
format(x, indent = "", ...)
beta |
Prior for fixed effects. Default: |
sigma |
Prior for random effect SDs. Default: PC prior with P(sigma > 1) = 0.01. |
phi |
Prior for overdispersion parameter. Default: PC prior with P(phi > 10) = 0.01. |
rho_temporal |
Prior for temporal autocorrelation. Default:
|
rho_spatial |
Prior for spatial proportion (BYM2). Default:
|
x |
A |
... |
Ignored. |
indent |
String prefixed to each formatted line. |
PC priors (Simpson et al., 2017) provide principled regularization that:
Favors simpler models (smaller variance components)
Has interpretable parameters (tail probabilities)
Prevents overfitting with sparse data
For other parameters, standard distributions are available via helper
functions: prior_normal(), prior_half_normal(), prior_half_cauchy(),
prior_gamma(), prior_beta(), prior_exponential().
A tulpa_priors object
format() returns the prior as a character string.
Simpson, D., Rue, H., Riebler, A., Martins, T. G., & Sorbye, S. H. (2017). Penalising model component complexity: A principled, practical approach to constructing priors. Statistical Science, 32(1), 1-28.
# Default priors
tulpa_priors()
# Custom fixed effect prior
tulpa_priors(beta = prior_normal(0, 1))
# Tighter random effect prior
tulpa_priors(sigma = prior_pc(U = 0.5, alpha = 0.01))
# Half-Cauchy for random effect SD
tulpa_priors(sigma = prior_half_cauchy(2.5))
# Informative prior for temporal correlation
tulpa_priors(rho_temporal = prior_beta(5, 2)) # Prior mode at ~0.8
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