mprior-class: Class "mprior"

In BMS: Bayesian Model Averaging Library

Class "mprior"

Description

An object pertaining to a BMA model prior

Objects from the Class

An mprior object holds descriptions and subfunctions pertaining to model priors. The BMA functions bms and post-processing functions rely on this class.
There are currently five model prior structures built into the BMS package, generated by the following functions (cf. the appendix of vignette(BMS)):
mprior.uniform.init: creates a uniform model prior object.
mprior.fixedt.init: creates the popular binomial model prior object with common inclusion probabilities.
mprior.randomt.init: creates a beta-binomial model prior object.
mprior.pip.init: creates a binomial model prior object that allows for defining individual prior inclusion probabilities.
mprior.customk.init: creates a model prior object that allows for defining a custom prior for each model parameter size.
The following describes the necessary slots:

Author(s)

Martin Feldkircher and Stefan Zeugner

See Also

bms for creating bma objects.
Check the appendix of vignette(BMS) for a more detailed description of built-in priors.
Check http://bms.zeugner.eu/custompriors.php for examples.

BMS documentation built on Aug. 9, 2022, 5:08 p.m.