topmodels: Shows an ordered list of the most frequently visited models...

In MCMCpack: Markov Chain Monte Carlo (MCMC) Package

Shows an ordered list of the most frequently visited models sampled during quantile regression stochastic search variable selection (QR-SSVS).

Description

Given output from quantile regression stochastic search variable selection, this function returns a table of the 'best' models together with their associated empirical posterior probability.

Usage

topmodels(qrssvs, nmodels = 5, abbreviate = FALSE, minlength = 3)

Arguments

qrssvs	An object of class qrssvs. Typically this will be the gamma component of the list returned by SSVSquantreg.
nmodels	The number of models to tabulate.
abbreviate	Logical: should the names of the predictors be abbreviated?
minlength	If abbreviate is set to TRUE, the minimum length of the abbreviations.

Value

A table with the models and their associated posterior probability. The models are arranged in descending order of probability.

Author(s)

Craig Reed

See Also

SSVSquantreg

Examples

## Not run: 
set.seed(1)
epsilon<-rnorm(100)
set.seed(2)
x<-matrix(rnorm(1000),100,10)
y<-x[,1]+x[,10]+epsilon
qrssvs<-SSVSquantreg(y~x)
topmodels(qrssvs$gamma)

## End(Not run)

MCMCpack documentation built on Sept. 11, 2024, 8:13 p.m.