small_model_space: Example output of the optim_model_space function (small...

In bdsm: Bayesian Dynamic Systems Modeling

Example output of the optim_model_space function (small version)

Description

A list with two elements: params and stats computed using the optim_model_space function and the economic_growth dataset, but using only three regressors: ish, sed and pgrw.

Usage

small_model_space

Format

small_model_space

A list with two elements.

params

A double matrix with 40 rows and 2^3 = 8 columns with the parameters for the model space. Each column represents a different model.

stats

A matrix representing the statistics computed with compute_model_space_stats based on params. The first row contains likelihoods for the models. The second row are almost 1/2 * BIC_k as in Raftery's Bayesian Model Selection in Social Research, eq. 19. The rows 3-7 are standard deviations. Finally, the rows 8-12 are robust standard deviations.

bdsm documentation built on Sept. 9, 2025, 5:55 p.m.