Jairo Fuquene has released an R package on CRAN to accompany our paper
A Case for Robust Bayesian priors with Applications to Binary Clinical Trials
Jairo A. Fuquene P., John D. Cook, Luis Raul Pericchi
Jairo Fuquene has released an R package on CRAN to accompany our paper
A Case for Robust Bayesian priors with Applications to Binary Clinical Trials
Jairo A. Fuquene P., John D. Cook, Luis Raul Pericchi
Cool! I’ve been quite interested by the use of fat-tailed priors in Bayesian analysis since Gelman et al’s paper on weak priors (http://www.stat.columbia.edu/~gelman/research/published/priors11.pdf), and I’ve recently been experimenting with the use of fat-tailed distributions for robust hierarchical modeling. Nice to see some software for it.
Nice abstract. Now I want to read the paper.