# BayesFactor: Create an object of class BayesFactor from MCMCpack output In MCMCpack: Markov Chain Monte Carlo (MCMC) Package

 BayesFactor R Documentation

## Create an object of class BayesFactor from MCMCpack output

### Description

This function creates an object of class BayesFactor from MCMCpack output.

### Usage

BayesFactor(...)

is.BayesFactor(BF)


### Arguments

 ... MCMCpack output objects. These have to be of class mcmc and have a logmarglike attribute. In what follows, we let M denote the total number of models to be compared. BF An object to be checked for membership in class BayesFactor.

### Value

An object of class BayesFactor. A BayesFactor object has four attributes. They are: BF.mat an M \times M matrix in which element i,j contains the Bayes factor for model i relative to model j; BF.log.mat an M \times M matrix in which element i,j contains the natural log of the Bayes factor for model i relative to model j; BF.logmarglike an M vector containing the log marginal likelihoods for models 1 through M; and BF.call an M element list containing the calls used to fit models 1 through M.

MCMCregress

### Examples


## Not run:
data(birthwt)

model1 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke + ht,
data=birthwt, b0=c(2700, 0, 0, -500, -500,
-500, -500),
B0=c(1e-6, .01, .01, 1.6e-5, 1.6e-5, 1.6e-5,
1.6e-5), c0=10, d0=4500000,
marginal.likelihood="Chib95", mcmc=10000)

model2 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke,
data=birthwt, b0=c(2700, 0, 0, -500, -500,
-500),
B0=c(1e-6, .01, .01, 1.6e-5, 1.6e-5, 1.6e-5),
c0=10, d0=4500000,
marginal.likelihood="Chib95", mcmc=10000)

model3 <- MCMCregress(bwt~as.factor(race) + smoke + ht,
data=birthwt, b0=c(2700, -500, -500,
-500, -500),
B0=c(1e-6, 1.6e-5, 1.6e-5, 1.6e-5,
1.6e-5), c0=10, d0=4500000,
marginal.likelihood="Chib95", mcmc=10000)

BF <- BayesFactor(model1, model2, model3)
print(BF)

## End(Not run)



MCMCpack documentation built on April 13, 2022, 5:16 p.m.