--- a +++ b/inst/stan/base0.stan @@ -0,0 +1,42 @@ +// +// Gaussian prior on regression coeffs (linear regression) +// + +data { + + // number of unpenalized columns in model matrix + int U; + + // number of observations + int N; + + // design matrix + matrix[N, U] X; + + // continuous response variable + vector[N] y; + + // prior standard deviation for the unpenalised variables + real<lower=0> scale_u; +} + +parameters { + + // unpenalized regression parameters + vector[U] beta_u; + + // residual standard deviation + real <lower=0> sigma; +} + +model { + + // unpenalized coefficients including intercept + beta_u ~ normal(0, scale_u); + + // noninformative gamma priors on scale parameter are not advised + sigma ~ inv_gamma(1, 1); + + // likelihood + y ~ normal_id_glm(X, 0, beta_u, sigma); +}