TuringLang / TuringGLM.jl

Bayesian Generalized Linear models using `@formula` syntax.
https://turinglang.org/TuringGLM.jl/dev
MIT License
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Incorrect residual calculation for default Exponential prior #77

Closed burtonjosh closed 1 year ago

burtonjosh commented 1 year ago

The default prior for σ is Exponential(residual), where residual = 1 / std(y). This follows the same approach as e.g. rstanarm. The Exponential in TuringGLM takes the scale as an argument, whereas stan takes the rate = 1/scale. The correct residual should be residual = std(y).