BSGS.PE: Posterior estimates of parameters.

In BSGS: Bayesian Sparse Group Selection

Description

Provide the posterior estimates of parameters.

Usage

BSGS.PE(BSGS.Output)

Arguments

BSGS.Output

A list of random samples generated from the posterior distribution by MCMC procedures.

Value

A list is returned with estimates of regression coefficients, β, the posterior probability of binary variable η for group selection equal to 1, binary variable γ for variable selection equal to 1, and variance, σ^2.

Examples

## Not run: 
output = BSGS.Simple(Y, X, Group.Index, r.value, eta.value, beta.value, tau2.value, 
	rho.value, theta.value, sigma2.value, nu, lambda, 
	Num.of.Iter.Inside.CompWise, Num.Of.Iteration, MCSE.Sigma2.Given)
BSGS.PE(output)

## End(Not run)

BSGS documentation built on May 2, 2019, 4:21 a.m.