Specify a Regularized Horseshoe prior for continuous shrinkage — prior_rhs • BayesRTMB

Specify a Regularized Horseshoe prior for continuous shrinkage

Usage

prior_rhs(expected_vars = 3, slab_scale = 2, slab_df = 4, ...)

Arguments

expected_vars: Expected number of non-zero variables. Default is 3.
slab_scale: Scale parameter for the slab distribution. Default is 2.0.
slab_df: Degrees of freedom for the slab distribution. Default is 4.0.
...: Optional hyperparameters for other distributions.

Value

A list with class "rtmb_prior"