Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

g.prior

Families of G-Prior Distribution for Coefficients in BMA Models

Description

Creates an object representing the g-prior distribution on coefficients for BAS.

Usage

g.prior(g)

Arguments

g

a scalar used in the covariance of Zellner's g-prior, Cov(beta) = sigma^2 g (X'X)^-1

Details

Creates a structure used for BAS.

Value

returns an object of class "prior", with the family and hyerparameters.

Author(s)

Merlise Clyde

See Also

Other beta priors: CCH(), EB.local(), IC.prior(), Jeffreys(), TG(), beta.prime(), hyper.g.n(), hyper.g(), intrinsic(), robust(), tCCH(), testBF.prior()

Examples

g.prior(100)
BAS

Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

v1.5.5
GPL (>= 3)
Authors
Merlise Clyde [aut, cre, cph] (ORCID=0000-0002-3595-1872), Michael Littman [ctb], Quanli Wang [ctb], Joyee Ghosh [ctb], Yingbo Li [ctb], Don van de Bergh [ctb]
Initial release
2020-1-24

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.