########################################################################
# Cauchy Distribution using 0's trick.
########################################################################
model
{
for(i
in 1:n)
{
#
Likelihood excluding pi in the denominator
lik[i]
<- 1/(sigma*(1+((diff[i]-mu)/sigma)*((diff[i]-mu)/sigma)))
lam[i]
<- -log(lik[i])+10000 #
Add some large constant to make lam[i] > 0
zeros[i]
<- 0
zeros[i]
~ dpois(lam[i]) # this
likelihood is proportional to lik[i]
}
mu ~ dnorm(0, 0.000001)
# approximates the improper prior
sigma
~ dgamma(0.001, 0.001) #
approximates the improper prior
lsigma
<-log(sigma)
}
# Initial values.
list(
mu = 0, sigma=1 )
# Data
list(n = 15)
# Data
diff[]
-67
-48
6
8
14
16
23
24
28
29
41
49
67
60
75
END