effectFusion: Bayesian Effect Fusion for Categorical Predictors

Variable selection and Bayesian effect fusion for categorical predictors in linear regression models. Effect fusion aims at the question which categories have a similar effect on the response and therefore can be fused to obtain a sparser representation of the model. Effect fusion and variable selection can be obtained either with a prior that has an interpretation as spike and slab prior on the level effect differences or with a sparse finite mixture prior on the level effects. The regression coefficients are estimated with a flat uninformative prior after model selection or model averaged. For posterior inference, an MCMC sampling scheme is used that involves only Gibbs sampling steps.

Author
Daniela Pauger [aut, cre], Helga Wagner [aut], Gertraud Malsiner-Walli [aut]
Date of publication
2016-11-29 12:43:49
Maintainer
Daniela Pauger <daniela.pauger@jku.at>
License
GPL-3
Version
1.0

View on CRAN

Man pages

dic
DIC
effectFusion
Bayesian effect fusion for categorical predictors
model
Selected model of a 'fusion' object
plot.fusion
Plot an object of class 'fusion'
print.fusion
Print object of class 'fusion'
sim1
Simulated data set 1
sim2
Simulated data set 2
summary.fusion
Summary of object of class 'fusion'

Files in this package

effectFusion
effectFusion/NAMESPACE
effectFusion/data
effectFusion/data/sim1.RData
effectFusion/data/sim2.RData
effectFusion/R
effectFusion/R/model_refit.R
effectFusion/R/model.R
effectFusion/R/sim1.R
effectFusion/R/create_modelvars.R
effectFusion/R/get_S_ordinal.R
effectFusion/R/plot.R
effectFusion/R/get_fusion.R
effectFusion/R/create_model.R
effectFusion/R/dic.R
effectFusion/R/create_selmat.R
effectFusion/R/getA_diag.R
effectFusion/R/get_gamma.R
effectFusion/R/sampler_ss.R
effectFusion/R/create_prior_par.R
effectFusion/R/hpd_mcmc.R
effectFusion/R/create_row_names.R
effectFusion/R/fusion_vector.R
effectFusion/R/corr_rest.R
effectFusion/R/print.R
effectFusion/R/coding.R
effectFusion/R/select_model.R
effectFusion/R/mcmc_linreg.R
effectFusion/R/get_reparm_mats.R
effectFusion/R/hpd_ggplot.R
effectFusion/R/incl_prob.R
effectFusion/R/effect_fusion.R
effectFusion/R/summary.R
effectFusion/R/sampler_mix.R
effectFusion/R/sim2.R
effectFusion/R/get_S_nominal.R
effectFusion/R/getA.R
effectFusion/MD5
effectFusion/DESCRIPTION
effectFusion/man
effectFusion/man/sim2.Rd
effectFusion/man/plot.fusion.Rd
effectFusion/man/model.Rd
effectFusion/man/effectFusion.Rd
effectFusion/man/summary.fusion.Rd
effectFusion/man/print.fusion.Rd
effectFusion/man/dic.Rd
effectFusion/man/sim1.Rd