mochoice: An MCMC model choice illustration for the linear model

In mcsm: Functions for Monte Carlo Methods with R

Description

Using a Gibbs sampling strategy of changing one indicator at a time, this function explores the space of models and returns the most likely models among those visited. The data used in this example is swiss, with four explanatory variables.

Usage

mochoice(Niter = 10^4)

Arguments

Niter

Number of MCMC iterations

Value

model	Sequence of model indicators visited by the MCMC algorithm
top	Five most likely models

Note

For more details, see Chapter 3 of Bayesian Core (2007, Springer-Verlag) by J.-M. Marin and C.P. Robert, since the procedure is derived from the developments in this chapter.

Author(s)

Christian P. Robert and George Casella

References

From Chapter 6 of EnteR Monte Carlo Statistical Methods

Examples

mochoice(10^3)

Example output

Loading required package: MASS
Loading required package: coda
$model
        [,1] [,2] [,3] [,4] [,5]
   [1,]    1    1    0    0    0
   [2,]    1    1    0    0    1
   [3,]    1    1    0    0    1
   [4,]    1    1    0    0    1
   [5,]    1    1    0    0    1
   [6,]    1    1    0    0    1
   [7,]    1    1    0    0    1
   [8,]    1    1    0    0    1
   [9,]    1    1    1    0    1
  [10,]    1    1    1    0    1
  [11,]    1    1    1    0    1
  [12,]    1    1    1    1    1
  [13,]    1    1    1    1    1
  [14,]    1    1    1    1    1
  [15,]    1    1    1    1    1
  [16,]    1    1    1    1    1
  [17,]    0    1    1    1    1
  [18,]    0    1    1    1    1
  [19,]    0    1    1    1    1
  [20,]    0    1    1    1    1
  [21,]    0    0    1    1    1
  [22,]    0    0    1    1    1
  [23,]    0    0    1    1    1
  [24,]    0    0    1    1    1
  [25,]    0    0    1    1    1
  [26,]    0    0    1    1    1
  [27,]    1    0    1    1    1
  [28,]    1    1    1    1    1
  [29,]    1    0    1    1    1
  [30,]    1    0    1    1    1
  [31,]    1    0    1    1    1
  [32,]    1    0    1    1    1
  [33,]    1    0    1    1    1
  [34,]    1    0    1    1    1
  [35,]    1    0    1    1    1
  [36,]    1    0    1    1    1
  [37,]    1    0    1    1    1
  [38,]    0    0    1    1    1
  [39,]    0    0    1    1    1
  [40,]    0    0    1    1    1
  [41,]    0    0    1    1    1
  [42,]    0    0    1    1    1
  [43,]    0    0    1    1    1
  [44,]    0    0    1    1    1
  [45,]    0    0    1    0    1
  [46,]    0    0    1    1    1
  [47,]    0    0    1    1    1
  [48,]    0    0    1    1    1
  [49,]    0    0    1    1    1
  [50,]    0    0    1    1    1
  [51,]    0    0    1    1    1
  [52,]    0    0    1    1    1
  [53,]    0    0    1    1    1
  [54,]    0    1    1    1    1
  [55,]    0    1    1    1    1
  [56,]    0    0    1    1    1
  [57,]    0    0    1    1    1
  [58,]    1    0    1    1    1
  [59,]    1    1    1    1    1
  [60,]    1    1    1    1    1
  [61,]    0    1    1    1    1
  [62,]    1    1    1    1    1
  [63,]    1    1    1    1    1
  [64,]    1    1    1    1    1
  [65,]    1    0    1    1    1
  [66,]    1    0    1    1    1
  [67,]    1    0    1    1    1
  [68,]    1    0    1    1    1
  [69,]    1    0    1    1    1
  [70,]    1    0    1    1    1
  [71,]    1    0    1    1    1
  [72,]    0    0    1    1    1
  [73,]    1    0    1    1    1
  [74,]    1    0    1    1    1
  [75,]    1    0    1    1    1
  [76,]    1    0    1    1    0
  [77,]    1    1    1    1    0
  [78,]    1    1    1    1    0
  [79,]    1    1    1    1    0
  [80,]    1    1    1    1    0
  [81,]    1    1    1    1    0
  [82,]    1    1    1    1    0
  [83,]    1    1    1    1    0
  [84,]    1    1    1    1    0
  [85,]    1    1    1    1    0
  [86,]    1    0    1    1    0
  [87,]    1    0    1    1    0
  [88,]    1    0    1    1    0
  [89,]    1    0    1    1    0
  [90,]    1    0    1    1    0
  [91,]    1    0    1    1    0
  [92,]    1    1    1    1    0
  [93,]    1    1    1    1    0
  [94,]    1    1    1    1    0
  [95,]    1    1    1    1    0
  [96,]    1    1    1    1    0
  [97,]    1    0    1    1    0
  [98,]    1    0    1    1    1
  [99,]    1    0    1    1    1
 [100,]    1    0    1    1    1
 [101,]    1    0    1    1    1
 [102,]    0    0    1    1    1
 [103,]    0    0    1    1    1
 [104,]    0    0    1    1    1
 [105,]    0    0    1    1    1
 [106,]    1    0    1    1    1
 [107,]    1    0    1    1    1
 [108,]    1    0    1    1    1
 [109,]    1    0    1    1    1
 [110,]    1    0    1    1    1
 [111,]    1    0    1    1    1
 [112,]    1    0    1    1    1
 [113,]    1    0    1    1    1
 [114,]    1    0    1    1    1
 [115,]    0    0    1    1    1
 [116,]    1    0    1    1    1
 [117,]    1    0    1    1    1
 [118,]    1    0    1    1    1
 [119,]    1    0    1    1    1
 [120,]    1    0    1    1    1
 [121,]    1    0    1    1    1
 [122,]    1    0    1    1    1
 [123,]    1    0    1    1    1
 [124,]    1    0    1    1    1
 [125,]    1    0    1    1    1
 [126,]    1    0    1    1    1
 [127,]    0    0    1    1    1
 [128,]    0    0    1    1    1
 [129,]    1    0    1    1    1
 [130,]    1    0    1    1    1
 [131,]    1    0    1    1    1
 [132,]    1    0    1    1    1
 [133,]    1    0    1    1    1
 [134,]    1    0    1    1    1
 [135,]    1    0    1    1    1
 [136,]    1    0    1    1    1
 [137,]    1    0    1    1    1
 [138,]    1    0    1    1    1
 [139,]    1    0    1    1    1
 [140,]    1    0    1    1    1
 [141,]    1    0    1    1    1
 [142,]    1    0    1    1    1
 [143,]    1    0    1    1    1
 [144,]    1    0    1    1    1
 [145,]    0    0    1    1    1
 [146,]    0    0    1    1    1
 [147,]    0    0    1    1    1
 [148,]    1    0    1    1    1
 [149,]    1    0    1    1    1
 [150,]    1    0    1    1    1
 [151,]    1    0    1    1    1
 [152,]    1    0    1    1    1
 [153,]    1    0    1    1    1
 [154,]    1    0    1    1    1
 [155,]    1    0    1    1    1
 [156,]    1    0    1    1    1
 [157,]    0    0    1    1    1
 [158,]    0    0    1    1    1
 [159,]    1    0    1    1    1
 [160,]    1    0    1    1    1
 [161,]    1    0    1    1    1
 [162,]    1    0    1    1    1
 [163,]    1    0    1    1    1
 [164,]    1    0    1    1    1
 [165,]    1    0    1    1    1
 [166,]    1    0    1    1    1
 [167,]    1    0    1    1    1
 [168,]    1    0    1    1    1
 [169,]    1    1    1    1    1
 [170,]    1    1    1    1    1
 [171,]    1    1    1    1    1
 [172,]    1    0    1    1    1
 [173,]    1    0    1    1    1
 [174,]    1    0    1    1    1
 [175,]    1    0    1    1    1
 [176,]    1    0    1    1    1
 [177,]    1    0    1    1    1
 [178,]    1    0    1    1    1
 [179,]    1    0    1    1    1
 [180,]    1    0    1    1    1
 [181,]    1    0    1    1    1
 [182,]    1    0    1    1    1
 [183,]    1    0    1    1    1
 [184,]    1    0    1    1    1
 [185,]    1    1    1    1    1
 [186,]    1    1    1    1    1
 [187,]    1    1    1    1    1
 [188,]    1    1    1    1    1
 [189,]    1    0    1    1    1
 [190,]    1    0    1    1    1
 [191,]    1    0    1    1    1
 [192,]    0    0    1    1    1
 [193,]    0    0    1    1    1
 [194,]    0    1    1    1    1
 [195,]    1    1    1    1    1
 [196,]    1    0    1    1    1
 [197,]    0    0    1    1    1
 [198,]    0    0    1    1    1
 [199,]    0    0    1    1    1
 [200,]    0    0    1    1    1
 [201,]    0    0    1    1    1
 [202,]    0    0    1    1    1
 [203,]    1    0    1    1    1
 [204,]    1    0    1    1    1
 [205,]    1    0    1    1    1
 [206,]    1    0    1    1    1
 [207,]    1    0    1    1    1
 [208,]    1    0    1    1    0
 [209,]    1    0    1    1    0
 [210,]    1    0    1    1    0
 [211,]    1    0    1    1    0
 [212,]    1    0    1    1    0
 [213,]    1    0    1    1    0
 [214,]    1    0    1    1    0
 [215,]    1    0    1    1    1
 [216,]    1    0    1    1    1
 [217,]    1    0    1    1    1
 [218,]    1    0    1    1    1
 [219,]    1    0    1    1    1
 [220,]    1    0    1    1    1
 [221,]    1    0    1    1    1
 [222,]    0    0    1    1    1
 [223,]    0    0    1    0    1
 [224,]    0    1    1    0    1
 [225,]    0    1    1    0    1
 [226,]    0    1    1    0    1
 [227,]    1    1    1    0    1
 [228,]    1    1    1    0    1
 [229,]    1    1    1    1    1
 [230,]    1    1    1    1    1
 [231,]    1    1    1    1    1
 [232,]    1    0    1    1    1
 [233,]    1    0    1    1    1
 [234,]    1    0    1    1    1
 [235,]    1    0    1    1    1
 [236,]    1    0    1    1    1
 [237,]    0    0    1    1    1
 [238,]    0    0    1    1    1
 [239,]    0    0    1    1    1
 [240,]    0    0    1    1    1
 [241,]    0    0    1    1    1
 [242,]    1    0    1    1    1
 [243,]    1    0    1    1    1
 [244,]    1    0    1    1    1
 [245,]    1    0    1    1    1
 [246,]    1    0    1    1    1
 [247,]    1    0    1    1    1
 [248,]    1    0    1    1    1
 [249,]    1    0    1    1    1
 [250,]    1    0    1    1    1
 [251,]    1    0    1    1    1
 [252,]    1    0    1    1    1
 [253,]    1    0    1    1    1
 [254,]    1    0    1    1    1
 [255,]    1    0    1    1    1
 [256,]    1    0    1    1    1
 [257,]    1    1    1    1    1
 [258,]    1    1    1    1    1
 [259,]    1    1    1    1    1
 [260,]    1    1    1    1    1
 [261,]    1    0    1    1    1
 [262,]    1    0    1    1    1
 [263,]    1    0    1    1    1
 [264,]    1    0    1    1    1
 [265,]    1    0    1    1    1
 [266,]    1    0    1    1    1
 [267,]    1    0    1    1    1
 [268,]    1    0    1    1    1
 [269,]    1    0    1    1    1
 [270,]    1    0    1    1    1
 [271,]    1    0    1    1    1
 [272,]    1    0    1    1    1
 [273,]    1    0    1    1    1
 [274,]    1    0    1    1    1
 [275,]    1    0    1    1    1
 [276,]    1    0    1    1    1
 [277,]    1    0    1    1    1
 [278,]    1    0    1    1    1
 [279,]    1    0    1    1    1
 [280,]    1    0    1    1    1
 [281,]    1    0    1    1    1
 [282,]    1    0    1    1    1
 [283,]    1    0    1    1    1
 [284,]    1    0    1    1    1
 [285,]    1    0    1    1    1
 [286,]    1    0    1    1    1
 [287,]    1    1    1    1    1
 [288,]    1    0    1    1    1
 [289,]    1    0    1    1    1
 [290,]    1    0    1    1    1
 [291,]    1    0    1    1    1
 [292,]    1    0    1    1    1
 [293,]    1    0    1    1    1
 [294,]    1    0    1    1    1
 [295,]    1    0    1    1    1
 [296,]    1    0    1    1    1
 [297,]    1    0    1    1    1
 [298,]    1    0    1    1    1
 [299,]    1    0    1    1    1
 [300,]    1    0    1    1    1
 [301,]    1    0    1    1    1
 [302,]    1    0    1    1    1
 [303,]    0    0    1    1    1
 [304,]    0    0    1    1    1
 [305,]    1    0    1    1    1
 [306,]    1    0    1    1    1
 [307,]    1    0    1    1    1
 [308,]    1    0    1    1    1
 [309,]    1    0    1    1    1
 [310,]    1    0    1    1    1
 [311,]    1    0    1    1    1
 [312,]    1    0    1    1    1
 [313,]    1    0    1    1    1
 [314,]    1    0    1    1    1
 [315,]    1    0    1    1    1
 [316,]    1    0    1    1    1
 [317,]    1    0    1    1    1
 [318,]    1    0    1    1    1
 [319,]    1    0    1    1    1
 [320,]    1    0    1    1    1
 [321,]    1    0    1    1    1
 [322,]    1    0    1    1    1
 [323,]    1    1    1    1    1
 [324,]    1    1    1    1    1
 [325,]    1    1    1    1    1
 [326,]    0    1    1    1    1
 [327,]    1    1    1    1    1
 [328,]    1    1    1    1    1
 [329,]    1    0    1    1    1
 [330,]    1    0    1    1    1
 [331,]    1    1    1    1    1
 [332,]    0    1    1    1    1
 [333,]    0    0    1    1    1
 [334,]    0    0    1    1    1
 [335,]    0    0    1    1    1
 [336,]    0    0    1    1    1
 [337,]    0    0    1    1    1
 [338,]    0    0    1    1    1
 [339,]    0    0    1    1    1
 [340,]    0    0    1    1    1
 [341,]    0    0    1    1    1
 [342,]    0    0    1    1    1
 [343,]    0    0    1    1    1
 [344,]    0    0    1    1    1
 [345,]    1    0    1    1    1
 [346,]    1    0    1    1    1
 [347,]    1    0    1    1    1
 [348,]    1    0    1    1    1
 [349,]    1    0    1    1    1
 [350,]    1    0    1    1    1
 [351,]    0    0    1    1    1
 [352,]    0    0    1    1    1
 [353,]    0    0    1    1    1
 [354,]    1    0    1    1    1
 [355,]    1    0    1    1    1
 [356,]    1    0    1    1    1
 [357,]    1    0    1    1    1
 [358,]    1    0    1    1    1
 [359,]    1    0    1    1    1
 [360,]    1    0    1    0    1
 [361,]    1    0    1    0    1
 [362,]    1    1    1    0    1
 [363,]    1    1    1    0    1
 [364,]    1    1    1    0    1
 [365,]    1    0    1    0    1
 [366,]    0    0    1    0    1
 [367,]    0    0    1    0    1
 [368,]    0    0    1    0    1
 [369,]    0    0    1    1    1
 [370,]    0    0    1    1    1
 [371,]    0    1    1    1    1
 [372,]    0    1    1    0    1
 [373,]    0    1    1    0    1
 [374,]    0    0    1    0    1
 [375,]    0    0    1    0    1
 [376,]    0    0    1    0    1
 [377,]    0    0    1    1    1
 [378,]    0    0    1    1    1
 [379,]    0    0    1    1    1
 [380,]    0    0    1    1    1
 [381,]    0    0    1    1    1
 [382,]    0    0    1    1    1
 [383,]    0    0    1    1    1
 [384,]    1    0    1    1    1
 [385,]    1    0    1    1    1
 [386,]    1    0    1    1    1
 [387,]    1    0    1    1    1
 [388,]    1    0    1    1    1
 [389,]    1    0    1    1    1
 [390,]    1    0    1    1    1
 [391,]    1    0    1    1    1
 [392,]    1    0    1    1    1
 [393,]    1    0    1    1    1
 [394,]    1    0    1    1    1
 [395,]    1    0    1    1    1
 [396,]    1    0    1    1    1
 [397,]    1    0    1    1    1
 [398,]    1    0    1    1    1
 [399,]    1    0    1    1    1
 [400,]    1    0    1    1    1
 [401,]    1    0    1    1    1
 [402,]    1    1    1    1    1
 [403,]    1    1    1    1    1
 [404,]    1    1    1    1    1
 [405,]    1    0    1    1    1
 [406,]    1    0    1    1    1
 [407,]    1    0    1    1    1
 [408,]    1    0    1    1    1
 [409,]    1    0    1    1    1
 [410,]    1    0    1    1    1
 [411,]    0    0    1    1    1
 [412,]    0    0    1    1    1
 [413,]    0    0    1    1    1
 [414,]    0    0    1    1    1
 [415,]    0    0    1    1    1
 [416,]    0    0    1    1    1
 [417,]    0    0    1    1    1
 [418,]    0    0    1    1    1
 [419,]    0    0    1    1    1
 [420,]    0    0    1    1    1
 [421,]    0    0    1    1    1
 [422,]    0    0    1    1    1
 [423,]    0    0    1    1    1
 [424,]    0    0    1    1    1
 [425,]    0    0    1    1    1
 [426,]    1    0    1    1    1
 [427,]    1    0    1    1    1
 [428,]    1    0    1    1    1
 [429,]    1    0    1    1    1
 [430,]    1    0    1    1    1
 [431,]    1    0    1    1    1
 [432,]    1    0    1    1    1
 [433,]    1    0    1    1    1
 [434,]    1    0    1    1    1
 [435,]    1    0    1    1    1
 [436,]    1    0    1    1    1
 [437,]    1    0    1    1    1
 [438,]    1    0    1    1    1
 [439,]    1    0    1    1    1
 [440,]    1    0    1    1    1
 [441,]    1    0    1    1    1
 [442,]    1    0    1    1    1
 [443,]    1    0    1    1    1
 [444,]    1    0    1    1    1
 [445,]    1    0    1    1    1
 [446,]    0    0    1    1    1
 [447,]    0    0    1    1    1
 [448,]    1    0    1    1    1
 [449,]    1    0    1    1    1
 [450,]    1    0    1    1    1
 [451,]    1    0    1    1    1
 [452,]    1    0    1    1    1
 [453,]    1    0    1    1    1
 [454,]    0    0    1    1    1
 [455,]    1    0    1    1    1
 [456,]    1    0    1    1    1
 [457,]    1    0    1    1    1
 [458,]    1    0    1    1    1
 [459,]    1    0    1    1    1
 [460,]    1    0    1    1    1
 [461,]    1    0    1    1    1
 [462,]    1    0    1    1    1
 [463,]    1    0    1    1    1
 [464,]    1    0    1    1    1
 [465,]    1    0    1    1    1
 [466,]    0    0    1    1    1
 [467,]    0    0    1    1    1
 [468,]    0    0    1    1    1
 [469,]    0    0    1    1    1
 [470,]    1    0    1    1    1
 [471,]    1    0    1    1    1
 [472,]    1    0    1    1    1
 [473,]    1    0    1    1    1
 [474,]    1    0    1    1    1
 [475,]    1    0    1    1    0
 [476,]    1    0    1    1    0
 [477,]    1    0    1    1    0
 [478,]    1    0    1    1    1
 [479,]    1    0    1    1    1
 [480,]    1    0    1    1    1
 [481,]    1    0    1    1    1
 [482,]    1    0    1    1    1
 [483,]    1    0    1    1    1
 [484,]    1    0    1    1    1
 [485,]    1    0    1    1    1
 [486,]    0    0    1    1    1
 [487,]    0    0    1    0    1
 [488,]    0    0    1    0    1
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 [991,]    0    0    1    1    1
 [992,]    0    0    1    1    1
 [993,]    0    0    1    1    1
 [994,]    0    0    1    1    1
 [995,]    0    0    1    1    1
 [996,]    1    0    1    1    1
 [997,]    1    0    1    1    1
 [998,]    1    0    1    1    1
 [999,]    1    0    1    1    1
[1000,]    0    0    1    1    1

$top
     [,1] [,2] [,3] [,4] [,5]
[1,]    1    0    1    1    1
[2,]    0    0    1    1    1
[3,]    1    1    1    1    1
[4,]    0    0    1    0    1
[5,]    1    0    1    1    0

mcsm documentation built on May 2, 2019, 10:16 a.m.