BAS: hyper.g.n – R documentation

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hyper.g.n

Generalized hyper-g/n Prior Distribution for g for mixtures of g-priors on Coefficients in BMA Models

Description

Creates an object representing the hyper-g/n mixture of g-priors on coefficients for BAS. This is a special case of the tCCH prior

Usage

hyper.g.n(alpha = 3, n = NULL)

Arguments

`alpha`	a scalar > 0, recommended 2 < alpha <= 3
`n`	The sample size; if NULL, the value derived from the data in the call to 'bas.glm' will be used.

Details

Creates a structure used for bas.glm. This is a special case of the tCCH, where hyper.g.n(alpha=3, n) is equivalent to tCCH(alpha=1, beta=2, s=0, r=1.5, v = 1, theta=1/n)

Value

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

Author(s)

Merlise Clyde

Examples

n <- 500
hyper.g.n(alpha = 3, n = n)

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