fix issue #1655

R/priors.R

@@ -2051,6 +2051,10 @@ eval_dirichlet <- function(prior, len = NULL, env = NULL) {
 #'   See the documentation of \code{\link{brm}} for instructions
 #'   on how to increase \code{adapt_delta}.
 #'
+#'   The prior does not account for scale differences of the terms it is
+#'   applied on. Accordingly, please make sure that all these terms have a
+#'   comparable scale to ensure that shrinkage is applied properly.
+#'
 #'   Currently, the following classes support the horseshoe prior: \code{b}
 #'   (overall regression coefficients), \code{sds} (SDs of smoothing splines),
 #'   \code{sdgp} (SDs of Gaussian processes), \code{ar} (autoregressive
@@ -2148,6 +2152,10 @@ horseshoe <- function(df = 1, scale_global = 1, df_global = 1,
 #'   See the Examples section below.
 #'
 #' @details
+#'   The prior does not account for scale differences of the terms it is
+#'   applied on. Accordingly, please make sure that all these terms have a
+#'   comparable scale to ensure that shrinkage is applied properly.
+#'
 #'   Currently, the following classes support the R2D2(M2) prior: \code{b}
 #'   (overall regression coefficients), \code{sds} (SDs of smoothing splines),
 #'   \code{sdgp} (SDs of Gaussian processes), \code{ar} (autoregressive