horseshoe {ebnm} | R Documentation |
Constructor for horseshoe class
Description
Creates a horseshoe prior (see Carvalho, Polson, and Scott (2010)). The
horseshoe is usually parametrized as
,
,
with
the variance of the error distribution. We use a single
parameter
scale
, which corresponds to 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).
[Package ebnm version 1.1-2 Index]