TG: Generalized g-Prior Distribution for Coefficients in BMA...

In BAS: Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

Generalized g-Prior Distribution for Coefficients in BMA Models

Description

Creates an object representing the Truncated Gamma (tCCH) mixture of g-priors on coefficients for BAS, where u = 1/(1+g) has a Gamma distribution supported on (0, 1].

Usage

TG(alpha = 2)

Arguments

alpha

a scalar > 0, recommended alpha=.5 (betaprime) or 1. alpha=2 corresponds to the uniform prior on the shrinkage factor.

Details

Creates a structure used for bas.glm.

Value

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

Author(s)

Merlise Clyde

See Also

CCH bas.glm

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

Examples

TG(alpha = 2)
CCH(alpha = 2, beta = 100, s = 0)

BAS documentation built on April 3, 2025, 10:50 p.m.