hyper.g: Hyper-g-Prior Distribution for Coefficients in BMA Models

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

Hyper-g-Prior Distribution for Coefficients in BMA Models

Description

Creates an object representing the hyper-g mixture of g-priors on coefficients for BAS.

Usage

hyper.g(alpha = 3)

Arguments

alpha

a scalar > 0. The hyper.g(alpha) is equivalent to CCH(alpha -2, 2, 0). Liang et al recommended values in the range 2 < alpha_h <= 3

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(), TG(), beta.prime(), g.prior(), hyper.g.n(), intrinsic(), robust(), tCCH(), testBF.prior()

Examples

hyper.g(alpha = 3)

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