Truncated Poisson Prior Distribution for Models
Creates an object representing the prior distribution on models for BAS using a truncated Poisson Distribution on the Model Size
tr.poisson(lambda, trunc)
lambda |
parameter in the Poisson distribution representing expected model size with infinite predictors |
trunc |
parameter that determines truncation in the distribution i.e. P(M; lambda, trunc) = 0 if M > trunc |
The Poisson prior distribution on model size is obtained by assigning each variable inclusion indicator independent Bernoulli distributions with probability w, and then taking a limit as p goes to infinity and w goes to zero, such that p*w converges to lambda. The Truncated version assigns zero probability to all models of size M > trunc.
returns an object of class "prior", with the family and hyperparameters.
Merlise Clyde
Other priors modelpriors:
Bernoulli.heredity(),
Bernoulli(),
beta.binomial(),
tr.beta.binomial(),
tr.power.prior(),
uniform()
tr.poisson(10, 50)
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