Update BMA object using a new prior

Share:

Description

Update a BMA object using a new prior distribution on the coefficients.

Usage

1
2
## S3 method for class 'bas'
update(object, newprior, alpha=NULL, ...)

Arguments

object

BMA object to update

newprior

Update posterior model probabilities, probne0, shrinkage, logmarg, etc, using prior based on newprior. See bas for available methods

alpha

optional new value of hyperparameter in prior for method

...

optional arguments

Details

Recomputes the marginal likelihoods for the new methods for models already sampled in current object.

Value

A new object of class BMA

Author(s)

Merlise Clyde clyde@stat.duke.edu

References

Clyde, M. Ghosh, J. and Littman, M. (2010) Bayesian Adaptive Sampling for Variable Selection and Model Averaging. Journal of Computational Graphics and Statistics. 20:80-101
http://dx.doi.org/10.1198/jcgs.2010.09049

See Also

bas for available methods and choices of alpha

Examples

1
2
3
4
5
6
7
8
## Not run: 
library(MASS)
data(UScrime)
UScrime[,-2] = log(UScrime[,-2])
crime.bic =  bas.lm(y ~ ., data=UScrime, n.models=2^15, prior="BIC",initprobs= "eplogp")
crime.zs = update(crime.bic, newprior="ZS-null")

## End(Not run)

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.