Specification of the Truncated Cauchy calibration density in MCMCTree
Gustavo A. Ballen and Sandra Reinales
2025-08-19
Source:vignettes/l_calibration_mcmctree.Rmd
l_calibration_mcmctree.Rmd
It is possible to fix p
to a given value describing the
location of the distribution, that is, how close to the minimum age is
the mode in the truncated Cauchy, and then estimate c
so
that the area under the curve attains a certain maximum age, allowing
for some probability to be allocated to the right of it. The function
c_truncauchy
can be used provided that we have both age
minimum and maximum, and define some probability pr
to be
allocated to the right of the maximum age.
In this example, our minimum age is
e.g.
in units of
,
and our maximum age is
also in units of
.
The minimum is a soft bound allowing
of the density to be allocated to the left of it, whereas
is the percentile at which we observe the maximum age. The quantity
p=0.001
has been chosen so that the mode is closer to the
minimum age.
# load the package
library(tbea)
# estimate the c parameter for the L distribution
cparam <- c_truncauchy(tl=0.4094, tr=0.4160, p=0.001, pr=0.975, al=0.025)
cparam
## [1] 0.0009289821
The function gives us an estimated of approximately
for c
. Thus we can specify this distribution in
MCMCTree
as
L(0.4094, 0.1, 0.0009289821, 0.025)
. We can use the
packages mcmc3r
1 to plot the L
density. The
following code should do the trick.