topmod-class: Class "topmod"

In BMS: Bayesian Model Averaging Library

Class "topmod"

Description

An updateable list keeping the best x models it encounters in any kind of model iteration

Objects from the Class

Objects can be created by calls to topmod, or indirectly by calls to bms.

A 'topmod' object (as created by topmod) holds three basic vectors: lik (for the (log) likelihood of models or similar), bool() for a hexcode presentation of the model binaries (cf. bin2hex) and ncount() for the times the models have been drawn.
All these vectors are sorted descendantly by lik, and are of the same length. The maximum length is limited by the argument nbmodels.

If tmo is a topmod object, then a call to tmo$addmodel (e.g. tmo$addmodel(mylik=4,vec01=c(T,F,F,T)) updates the object tmo by a model represented by vec01 (here the one including the first and fourth regressor) and the marginal (log) likelihood lik (here: 4).
If this model is already part of tmo, then its respective ncount entry is incremented by one; else it is inserted into a position according to the ranking of lik.
In addition, there is the possibility to save (the first moments of) coefficients of a model (betas) and their second moments (betas2), as well as an arbitrary vector of statistics per model (fixed_vector).

Author(s)

Martin Feldkircher and Stefan Zeugner

References

http://bms.zeugner.eu

See Also

topmod to create topmod objects and a more detailed description, is.topmod to test for this class

Examples

  tm= topmod(2,4,TRUE,0) #should keep a  maximum two models
  tm$addmodel(-2.3,c(1,1,1,1),1:4,5:8) #update with some model
  tm$addmodel(-2.2,c(0,1,1,1),1:3,5:7) #add another model
  tm$addmodel(-2.2,c(0,1,1,1),1:3,5:7) #add it again -> adjust ncount
  tm$addmodel(-2.5,c(1,0,0,1),1:2,5:6) #add another model
  
  #read out
  tm$lik()
  tm$ncount()
  tm$bool_binary()
  tm$betas()

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