BMArho: Compute BMA of 'fitted.values' from a list of INLA objects

In INLABMA: Bayesian Model Averaging with INLA

Compute BMA of fitted.values from a list of INLA objects

Description

This functions performs a weighted average of the component fitted.values from a list of INLA objects.

Usage

BMArho(models, rho, logrhoprior = rep(1, length(rho)))

Arguments

models	List of INLA models fitted for different values of rho
rho	Vector fo values of rho used to compute the list in models.
logrhoprior	Log-prior density for each value of rho.

Details

The different fitted.values are weighted using the values of the marginal likelihood of the fitted models and the prior of parameter rho. rho is a parameter that is fixed when computing models and that have a log-prior density defined in pogrhoprior.

Value

Vector of averaged fitted values.

Author(s)

Virgilio Gómez-Rubio <[e-mail]>

References

Roger S. Bivand, Virgilio Gómez-Rubio, Hĺvard Rue (2014). Approximate Bayesian inference for spatial econometrics models. Spatial Statistics, Volume 9, 146-165.

Roger S. Bivand, Virgilio Gómez-Rubio, Hĺvard Rue (2015). Spatial Data Analysis with R-INLA with Some Extensions. Journal of Statistical Software, 63(20), 1-31. URL http://www.jstatsoft.org/v63/i20/.

See Also

INLABMA

INLABMA documentation built on Nov. 18, 2023, 5:13 p.m.