I would like to use a horseshoe prior in a context where regression coefficients have a natural lower bound. To begin with, I run a prior predictive check, and, already there, I see many divergent transitions. This got me thinking that something might not be compatible. Is it legitimate to have constrained regression coefficients with a horseshoe prior? Thank you!

```
code <- '
data {
int<lower = 0> n;
}
parameters {
vector<lower = -1>[n] beta;
vector<lower = 0>[n] lambda;
real<lower = 0> tau;
}
model {
beta ~ normal(0, lambda * tau);
lambda ~ cauchy(0, 1);
tau ~ cauchy(0, 1);
}
'
fit <- stan(model_code = code, data = list(n = 10), seed = 42)
```