BAS: testBF.prior – R documentation

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testBF.prior

Test based Bayes Factors for BMA Models

Description

Creates an object representing the prior distribution on coefficients for BAS that corresponds to the test-based Bayes Factors.

Usage

testBF.prior(g)

Arguments

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

Details

Creates a prior object structure used for BAS in 'bas.glm'.

Value

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

Author(s)

Merlise Clyde

Examples

testBF.prior(100)
library(MASS)
data(Pima.tr)

# use g = n
bas.glm(type ~ .,
  data = Pima.tr, family = binomial(),
  betaprior = testBF.prior(nrow(Pima.tr)),
  modelprior = uniform(), method = "BAS"
)

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