BF_lambda_obs_LLOG | R Documentation |
This returns a unique number corresponding to the Bayes Factor associated to the test M_0: Λ_{obs} = λ_{ref} versus M_1: Λ_{obs}\neq λ_{ref} (with all other Λ_j,\neq obs free). The value of λ_{ref} is required as input. The user should expect long running times for the log-Student’s t model, in which case a reduced chain given Λ_{obs} = λ_{ref} needs to be generated
BF_lambda_obs_LLOG(ref, obs, X, chain)
ref |
Reference value λ_{ref} or u_{ref} |
obs |
Indicates the number of the observation under analysis |
X |
Design matrix with dimensions n x k where n is the number of observations and k is the number of covariates (including the intercept). |
chain |
MCMC chains generated by a BASSLINE MCMC function |
library(BASSLINE) # Please note: N=1000 is not enough to reach convergence. # This is only an illustration. Run longer chains for more accurate # estimations. LLOG <- MCMC_LLOG(N = 1000, thin = 20, burn = 40, Time = cancer[, 1], Cens = cancer[, 2], X = cancer[, 3:11]) LLOG.Outlier <- BF_lambda_obs_LLOG(1,1, X = cancer[, 3:11], chain = LLOG)
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