compvarMarg: A function to compute the marginal probability that of a...

In ococrook/sugsvarsel: SUGS algorithm of Wang and Dunson (2011), SUGS VarSel algorithm Crook et al.

Description

A function to compute the marginal probability that of a variable of being relevant.

Usage

compvarMarg(K, D, n, lambda_0, nu_0, S_0, m, nu, lambda, S)

Arguments

K	The number of currently occupied clusters
D	The number of variables in the data matrix
n	The vector indicating the number of observations in each cluster
lambda_0	The prior mean variance
nu_0	The prior degrees of freedom
S_0	The prior scale vector
m	The current posterior mean
nu	The current posterior degrees of freedom
lambda	The current posterior mean variance
S	The current posterior scale vector

Value

The log marginal probability of a variable being relevant.

ococrook/sugsvarsel documentation built on May 27, 2019, 12:12 p.m.