[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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