Suppose I would like to set a Gamma prior for “sigma” with shape = 20 and scale = 100. How do I do that? Below are some options. Also, could someone please point me to official documentation where I can read about how to code priors correctly?
library(brms)
#Option 1:
brmout <- brm(
formula = brmsformula(y ~ 0 + group, sigma ~ 0 + group),
family = student(link = "identity", link_sigma = "log", link_nu = "logm1"),
prior = c(
set_prior("gamma(20, 100)", class = "b", coef = "group", dpar = "sigma"),
set_prior("gamma(20, 100)", class = "b", coef = "group", dpar = "sigma")
)
#Option 2:
brmout <- brm(
formula = brmsformula(y ~ 0 + group, sigma ~ 0 + group),
family = student(link = "identity", link_sigma = "log", link_nu = "logm1"),
prior = c(
set_prior("gamma(20, 1/100)", class = "b", coef = "group", dpar = "sigma"),
set_prior("gamma(20, 1/100)", class = "b", coef = "group", dpar = "sigma")
)
#Option 3:
brmout <- brm(
formula = brmsformula(y ~ 0 + group, sigma ~ 0 + group),
family = student(link = "identity", link_sigma = "log", link_nu = "logm1"),
prior = c(
set_prior("gamma(log(20), log(100))", class = "b", coef = "group", dpar = "sigma"),
set_prior("gamma(log(20), log(100))", class = "b", coef = "group", dpar = "sigma")
)
#Option 4:
brmout <- brm(
formula = brmsformula(y ~ 0 + group, sigma ~ 0 + group),
family = student(link = "identity", link_sigma = "log", link_nu = "logm1"),
prior = c(
set_prior("gamma(log(20), log(1/100))", class = "b", coef = "group", dpar = "sigma"),
set_prior("gamma(log(20), log(1/100))", class = "b", coef = "group", dpar = "sigma")
)