womack: For internal use Womack prior

In abms: Augmented Bayesian Model Selection for Regression Models

For internal use Womack prior

Description

Womack probability mass function with 'K' predictors and parameter 'rho'.

Usage

womack(K, rho)

Arguments

K	Number of predictors. It must be a positive integer.
rho	Value for the "rho" parameter. It must be positive real number

Value

Given that all models of the same hierarchy has the same prior probability, this function returns one value for each hierarchy. including the null model (size=0)

References

Womack, A., Fuentes, C., and Rodriguez-Taylor, D. (2015). "Model Space Priors for Objective Sparse Bayesian Regression." arXiv:1511.04745. 8:24

Examples

#Fixing rho=1 and 3 predictors
womack(K=3, rho=1)
#it returns Womack prior for all models of size 0 (the null model), 1,2 and 3 (the full model)

abms documentation built on April 12, 2025, 1:31 a.m.