update: Update BAS object using a new prior

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

Update BAS object using a new prior

Description

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

Usage

## 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 [e-mail]

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
\Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/jcgs.2010.09049")}

See Also

bas for available methods and choices of alpha

Other bas methods: BAS, bas.lm(), coef.bas(), confint.coef.bas(), confint.pred.bas(), diagnostics(), fitted.bas(), force.heredity.bas(), image.bas(), plot.confint.bas(), predict.bas(), predict.basglm(), summary.bas(), variable.names.pred.bas()

Examples

library(MASS)
data(UScrime)
UScrime[,-2] <- log(UScrime[,-2])
crime.bic <-  bas.lm(y ~ ., data=UScrime, n.models=2^10, prior="BIC",initprobs= "eplogp")
crime.ebg <- update(crime.bic, newprior="EB-global")
crime.zs <- update(crime.bic, newprior="ZS-null")

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