User-friendly implementation of regularised horseshoe

Thanks for the article. I think brms had a nice description as well (please correct me if there is any misunderstanding)

  • par_ratio = Ratio of the expected number of non-zero coefficients to the expected number of zero coefficients. So if i expect 1% of non-zero coefficient this ratio will be 1/99

  • hs_scale_slab = the expected value of the non-zero coefficient. For example if I expect the coefficient all being 0 except few being 2; 2 will be the value of this parameter