spBayes: bayesLMRef – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

bayesLMRef

Simple Bayesian linear model with non-informative priors

Description

Given a lm object, the bayesLMRef function fits a simple Bayesian linear model with reference (non-informative) priors.

Usage

bayesLMRef(lm.obj, n.samples, ...)

Arguments

`lm.obj`	an object returned by `lm`.
`n.samples`	the number of posterior samples to collect.
`...`	currently no additional arguments.

Details

See page 355 in Gelman et al. (2004).

Value

An object of class bayesLMRef, which is a list with at least the following tag:

p.beta.tauSq.samples

a coda object of posterior samples for the defined parameters.

Author(s)

Sudipto Banerjee sudiptob@biostat.umn.edu,
Andrew O. Finley finleya@msu.edu

References

Gelman, A., Carlin, J.B., Stern, H.S., and Rubin, D.B. (2004). Bayesian Data Analysis. 2nd ed. Boca Raton, FL: Chapman and Hall/CRC Press.

Examples

## Not run: 
set.seed(1)

n <- 100
X <- as.matrix(cbind(1, rnorm(n)))
B <- as.matrix(c(1,5))
tau.sq <- 0.1
y <- rnorm(n, X%*%B, sqrt(tau.sq))

lm.obj <- lm(y ~ X-1)

summary(lm.obj)

##Now with bayesLMRef
n.samples <- 500

m.1 <- bayesLMRef(lm.obj, n.samples)

summary(m.1$p.beta.tauSq.samples)

## End(Not run)

spBayes

Univariate and Multivariate Spatial-Temporal Modeling

v0.4-3

GPL (>= 2)

Authors

Andrew Finley [aut, cre], Sudipto Banerjee [aut]

Initial release

2020-02-06