R: R2-D2 Priors in 'brms'

R2D2 {brms} | R Documentation

## R2-D2 Priors in brms

### Description

Function used to set up R2D2 priors for population-level 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 = 1, autoscale = TRUE)

### 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.
`autoscale` | Logical; indicating whether the horseshoe prior should be scaled using the residual standard deviation `sigma` if possible and sensible (defaults to `TRUE`). Autoscaling is not applied for distributional parameters or when the model does not contain the parameter `sigma`.

### References

Zhang, Y. D., Naughton, B. P., Bondell, H. D., & Reich, B. J. (2020). Bayesian regression using a prior on the model fit: The R2-D2 shrinkage prior. Journal of the American Statistical Association. https://arxiv.org/pdf/1609.00046.pdf

### See Also

`set_prior`

### Examples

    set_prior(R2D2(mean_R2 = 0.8, prec_R2 = 10))

[Package brms version 2.16.3 Index]