Diff of /inst/stan/base0.stan [000000] .. [ede2d4]

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+//
+// 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);
+}