[R] Gelman 2006 half-Cauchy distribution

Christopher David Desjardins cddesjardins at gmail.com
Fri May 28 15:29:30 CEST 2010

I am trying to recreate the right graph on page 524 of Gelman's 2006 
paper "Prior distributions for variance parameters in hierarchical 
models" in Bayesian Analysis, 3, 515-533. I am only interested, however, 
in recreating the portion of the graph for the overlain prior density 
for the half-Cauchy with scale 25 and not the posterior distribution. 
However, when I try:

curve(dcauchy, from=0, to=200, location=0, scale=25)

the probabilities for the half-Cauchy values seem to approach zero 
almost immediately after 0 whereas in Gelman 2006 the tail appears much 
fatter giving non-zero probabilities out to 100.

I am interested in replicating this because I want to use half-Cauchy 
priors and want to play around with the scale values but I want to know 
what my prior looks like before using it in models.

Please cc me as I am digest subscriber.


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