R2D2 {brms}  R Documentation 
R2D2 Priors in brms
Description
Function used to set up R2D2 priors for populationlevel effects in brms. The function does not evaluate its arguments – it exists purely to help set up the model.
Usage
R2D2(mean_R2 = 0.5, prec_R2 = 2, cons_D2 = 0.5, autoscale = TRUE, main = FALSE)
Arguments
mean_R2 
Mean of the Beta prior on the coefficient of determination R^2. 
prec_R2 
Precision of the Beta prior on the coefficient of determination R^2. 
cons_D2 
Concentration vector of the Dirichlet prior on the variance decomposition parameters. Lower values imply more shrinkage. 
autoscale 
Logical; indicating whether the R2D2
prior should be scaled using the residual standard deviation

main 
Logical (defaults to 
Details
Currently, the following classes support the R2D2 prior: b
(overall regression coefficients), sds
(SDs of smoothing splines),
sdgp
(SDs of Gaussian processes), ar
(autoregressive
coefficients), ma
(moving average coefficients), sderr
(SD of
latent residuals), sdcar
(SD of spatial CAR structures), sd
(SD of varying coefficients).
Even when the R2D2 prior is applied to multiple parameter classes at once,
the concentration vector (argument cons_D2
) has to be provided
jointly in the the one instance of the prior where main = TRUE
. The
order in which the elements of concentration vector correspond to the
classes' coefficients is the same as the order of the classes provided
above.
References
Zhang, Y. D., Naughton, B. P., Bondell, H. D., & Reich, B. J. (2020). Bayesian regression using a prior on the model fit: The R2D2 shrinkage prior. Journal of the American Statistical Association. https://arxiv.org/pdf/1609.00046.pdf
Aguilar J. E. & Bürkner P. C. (2022). Intuitive Joint Priors for Bayesian Linear Multilevel Models: The R2D2M2 prior. ArXiv preprint. https://arxiv.org/pdf/2208.07132.pdf
See Also
Examples
set_prior(R2D2(mean_R2 = 0.8, prec_R2 = 10))
# specify the R2D2 prior across multiple parameter classes
set_prior(R2D2(mean_R2 = 0.8, prec_R2 = 10, main = TRUE), class = "b") +
set_prior(R2D2(), class = "sd")