This is fantastic.
It would be even better on the unconstrained scale (where that tau = 0 is probably really log tau -> -infinty), but that’s not yet easy to produce.
The [0, 1] is odd, but clearly easier to scan. Would standardizing be better (subtract mean and then divide by standard deviation)?
I’m still trying to understand the prominent sawtooth pattern.
@betanalpha — see any problems with this?
@jonah — consider this a feature request for BayesPlot and ShinyStan.