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paul-buerkner / brms

brms R package for Bayesian generalized multivariate non-linear multilevel models using Stan
https://paul-buerkner.github.io/brms/
GNU General Public License v2.0
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change default prior for von_mises mu tan_half link #1632

Closed venpopov closed 3 months ago

venpopov commented 3 months ago

Closes #1631 by placing a student_t(1, 0, 1) prior on mu in the von_mises family when a tan_half link is used. This corresponds to a uniform prior over the constrained scale from -pi to pi.

The family-specific prior feature you implemented is really neat and made this super easy!

For what is worth, in my testing the prior change only had a meaningfull effects for very low numbers of observations and low precision (kappa) - otherwise results were pretty much identical.

This only affects the prior for the tan-half link - should the identity link prior be left as is? the current prior has a slight bump at 0, but its otherwise unimodal and weakly informative.

codecov-commenter commented 3 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 81.94%. Comparing base (562ce64) to head (0439339).

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Additional details and impacted files ```diff @@ Coverage Diff @@ ## master #1632 +/- ## ======================================= Coverage 81.94% 81.94% ======================================= Files 70 70 Lines 19968 19972 +4 ======================================= + Hits 16363 16367 +4 Misses 3605 3605 ```

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paul-buerkner commented 3 months ago

Thanks! Merging now.