Add Cauchy distribution page #483
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Codecov ReportAll modified and coverable lines are covered by tests ✅
Additional details and impacted files@@ Coverage Diff @@
## main #483 +/- ##
==========================================
+ Coverage 82.35% 82.36% +0.01%
==========================================
Files 96 96
Lines 7896 7895 -1
==========================================
Hits 6503 6503
+ Misses 1393 1392 -1 ☔ View full report in Codecov by Sentry. |
aloctavodia
reviewed
Jun 27, 2024
docs/examples/cauchy_distribution.md
Outdated
|
|
||
| In finance, the Cauchy distribution is used to model extreme events, such as stock market crashes, where the tails of the distribution are of particular interest. | ||
|
|
||
| In Bayesian modeling, the Cauchy distribution has been [recommended](https://doi.org/10.1214/08-AOAS191) as a prior for logistic regression coefficients. |
There was a problem hiding this comment.
This recommendation has been superseded, see here https://github.com/stan-dev/stan/wiki/Prior-Choice-Recommendations#prior-for-the-regression-coefficients-in-logistic-regression-non-sparse-case
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
No description provided.