[R] Gelman 2006 half-Cauchy distribution

Berwin A Turlach berwin at maths.uwa.edu.au
Fri May 28 16:09:42 CEST 2010

G'day Chris,

On Fri, 28 May 2010 08:29:30 -0500
Christopher David Desjardins <cddesjardins at gmail.com> wrote:

> 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)

Which version of R do you use?  This command creates 12 warnings under
R 2.11.0 on my linux machine.  

Reading up on the help page of curve() would make you realise that you
cannot pass the location and scale parameter to dcauchy in the manner
you try.  I guess you want:

R> prior <- function(x) 2*dcauchy(x,location=0, scale=25)
R> curve(prior, from=0, to=200)

or, more compactly,

R> curve(2*dcauchy(x, location=0, scale=25), from=0, to=200)



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