find_param: Find optimal GIG parameters for W prior

In R2D2ordinal: Implements Pseudo-R2D2 Prior for Ordinal Regression

Find optimal GIG parameters for W prior

Description

This function finds the optimal GIG parameters for the prior on W which induces a beta prior distribution on McFadden's R2.

Usage

find_param(
  a,
  b,
  n,
  K,
  alpha = rep(1, K),
  nsims = 1000,
  nreps = 5,
  no_cores = 10
)

Arguments

a	hyper-parameter of prior for R2 ~ Beta(a,b)
b	hyper-parameter of prior for R2 ~ Beta(a,b)
n	number of observations
K	number of response categories
alpha	prior hyper-parameters for prior Dirichlet distribution on response probabilities
nsims	number of times to simulate data
nreps	number of times to run the algorithm (default = 5)
no_cores	number of cores to parallelize data-generation process

Value

Optimal GIG parameters

Examples

a = 1
b = 5
n = 100
K = 3
find_param(a, b, n, K, no_cores=1)

R2D2ordinal documentation built on April 3, 2025, 7:50 p.m.