Dirichlet prior on ordinal regression cutpoints in brms

Yes, since it is a transform bringing the threshold from the cumulative distribution space into the (cumulative) probability space. p[k] = sigma[k - 1] - sigma[k] calculates the differences between those probabilities, which we put a uniform Dirichlet prior (\alpha = 1) on.

I think

sigma = inv_logit(phi - c)

is the only line that needs changing for a probit model. Into:

sigma = Phi(phi - c)

EDIT: Fix in code, into Phi instead of inv_Phi. inv_logit is the CDF of the logistic distribution, Phi is the CDF of the (standard) normal distribution. A little confusing.

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