Here’s the relevant fragment of source code,
transformed data {
real alphaShape = 15;
// ...
}
parameters {
real<lower=0> alpha;
vector<lower=0>[NTHRESH] threshold;
// ...
}
model {
threshold ~ lognormal(-1, 0.5);
alpha ~ inv_gamma(alphaShape, 1.749*(alphaShape+1));
// ...
}
Both lognormal
and inv_gamma
provide roughly the same shape prior. My model recovers simulated parameters reasonably well; I’m testing with simulation-based calibration. Is there any reason to prefer one or the other type of prior? Maybe easier to read the model if both are one or the other?