as transformed parameters in
terms of the observations and parameters. The definition of the
sampling statement (defining the likelihood) follows the definition,
which can only be applied to <span class="math inline">\(y_n\)</span> for <span class="math inline">\(n &gt; Q\)</span>. In this example, the
parameters are all given Cauchy (half-Cauchy for <span class="math inline">\(\sigma\)</span>) priors,
although other priors can be used just as easily.</p>
<p>This model could be improved in terms of speed by