Hello,
Is there a subtle bug in the splines in stan case study?
In section “Location of Knots and the Choice of Priors” it states to use a N(0, tau) prior on a[1], but in the code it looks to be N(0, 1). Full code is on github here.
Thanks!
Hello,
Is there a subtle bug in the splines in stan case study?
In section “Location of Knots and the Choice of Priors” it states to use a N(0, tau) prior on a[1], but in the code it looks to be N(0, 1). Full code is on github here.
Thanks!
The linked model does indeed imply a N(0, 1) prior on a[1] and then a N(0, tau) distribution on the subsequent innovations. It looks like Milad forgot the * tau
needed in the non-centered parameterization of a[1].
Milad corrected the case study and I updated the case study on the web site:
http://mc-stan.org/users/documentation/case-studies/splines_in_stan.html