mode2g: Moment and inverse moment prior elicitation

In mombf: Model Selection with Bayesian Methods and Information Criteria

Moment and inverse moment prior elicitation

Description

priorp2g finds the g value giving priorp prior probability to the interval (-q,q).

Usage

priorp2g(priorp, q, nu=1, prior=c("iMom", "normalMom", "tMom"))

Arguments

prior	prior=='normalMom' does computations for the normal moment prior, prior=='tMom' for the T moment prior, prior=='iMom' does computations for the inverse moment prior. Currently prior=='tMom' is not implemented in priorp2g.
q	priorp2g returns g giving priorp prior probability to the interval (-q,q).
nu	Prior degrees of freedom for the T moment prior or the iMom prior (ignored if prior=='normalMom').
priorp	priorp2g returns g giving priorp prior probability to the interval (-q,q)

Details

See pmom and pimom for the MOM/iMOM cumulative distribution functions.

Value

priorp2g returns g giving priorp prior probability to the interval (-q,q).

Author(s)

David Rossell [e-mail]

References

See http://rosselldavid.googlepages.com for technical reports.

See Also

pmom, pimom

Examples

data(hald)
lm1 <- lm(hald[, 1] ~ hald[, 2] + hald[, 3] + hald[, 4] + hald[, 5])

#find g value giving 0.05 probability to interval (-.2,.2)
priorp <- .05; q <- .2
gmom <- priorp2g(priorp=priorp, q=q, prior='normalMom')
gimom <- priorp2g(priorp=priorp, q=q, prior='iMom')
gmom
gimom

mombf documentation built on Sept. 28, 2023, 5:06 p.m.