Open willwerscheid opened 3 years ago
does EbayesThresh do point-cauchy? I thought it was either point-laplace or cauchy? maybe i'm misrembering
yes, it's point-Cauchy (or rather, a mixture of a pointmass and a scale mixture of normals with polynomial tails that the authors call "quasi-Cauchy")
There are two options: prior = "cauchy"
and prior = "laplace"
. Only the laplace prior is allowed for case of heterogeneous variances.
right, but the "laplace" option is actually point-laplace and "cauchy" is as i've described above
Yes, you are right to clarify that point.
thanks for clarification - yes, i was wrong
EBayesThresh doesn't return a posterior second moment or sampler, so adding the point-Cauchy family might be more trouble than it's worth
interface to EbayesThresh