Visualise PC prior in INLA

inla-var-comp-pc-prior.R

library(INLA)
nprec <- 100000
prec <- seq(0.05, 1000, length.out = nprec) #precisions
sd <- 1/sqrt(prec)
U <- 1
alpha <- 0.025
lambda <- -log(alpha)/U #rate for exponential on sd
pr_prec <- inla.pc.dprec(prec, U, alpha) #Density for the precision. 
pr_sd <- dexp(sd, rate = lambda) #Density for sd
#nb see inla.pc.dprec for how to get density for the precision. 

 par(mfrow = c(1,2))
 plot(prec, pr_prec, type = 'l', xlab = "precision", ylab = "density")
plot(sd, pr_sd, type = 'l', xlab = "sd", ylab = "density",
main = "PC prior with U = 1, alpha = 0.025")