[R] Gelman 2006 half-Cauchy distribution

[Christopher David Desjardins]

Thanks that works. I am presuming that the density on the Y-axis would 
be wrong in the case of a half-Cauchy distribution and in fact should be 
doubled if it's folded at 0?
Chris

On 05/28/2010 09:02 AM, Uwe Ligges wrote:
>
>
> Am 28.05.2010 15:29, schrieb Christopher David Desjardins:
>> Hi,
>> I am trying to recreate the right graph on page 524 of Gelman's 2006
>> paper "Prior distributions for variance parameters in hierarchical
>> models" in Bayesian Analysis, 3, 515-533. I am only interested, however,
>> in recreating the portion of the graph for the overlain prior density
>> for the half-Cauchy with scale 25 and not the posterior distribution.
>> However, when I try:
>>
>> curve(dcauchy, from=0, to=200, location=0, scale=25)
>
>
> This won't pass location and scale to dcauchy.
>
> You need something along the lines
>
>   dcauchy0_25 <- function(x) dcauchy(x, location=0, scale=25)
>   curve(dcauchy0_25, from=0, to=200)
>
> Uwe Ligges
>
>
>
>> the probabilities for the half-Cauchy values seem to approach zero
>> almost immediately after 0 whereas in Gelman 2006 the tail appears much
>> fatter giving non-zero probabilities out to 100.
>>
>> I am interested in replicating this because I want to use half-Cauchy
>> priors and want to play around with the scale values but I want to know
>> what my prior looks like before using it in models.
>>
>> Please cc me as I am digest subscriber.
>>
>> Thanks!
>> Chris
>>
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