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

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

Generalized tCCH g-Prior Distribution for Coefficients in BMA Models

Description

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

Usage

tCCH(alpha = 1, beta = 2, s = 0, r = 3/2, v = 1, theta = 1)

Arguments

alpha	a scalar > 0, recommended alpha=.5 (betaprime) or 1.
beta	a scalar > 0. The value is not updated by the data; beta should be a function of n for consistency under the null model.
s	a scalar, recommended s=0 a priori
r	r arbitrary; in the hyper-g-n prior sets r = (alpha + 2)
v	0 < v
theta	theta > 1

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, robust, hyper.g, hyper.g.nbas.glm

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

Examples

n <- 500
tCCH(alpha = 1, beta = 2, s = 0, r = 1.5, v = 1, theta = 1 / n)

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