g.prior: Families of G-Prior Distribution for Coefficients in BMA...

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

Families of G-Prior Distribution for Coefficients in BMA Models

Description

Creates an object representing the g-prior distribution on coefficients for BAS.

Usage

g.prior(g)

Arguments

g	a scalar used in the covariance of Zellner's g-prior, Cov(beta) = sigma^2 g (X'X)^-1

Details

Creates a structure used for BAS.

Value

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

Author(s)

Merlise Clyde

See Also

IC.prior

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

Examples

g.prior(100)

BAS documentation built on Sept. 30, 2024, 9:19 a.m.