demo/BRR_windows.R

In BGLR: Bayesian Generalized Linear Regression

#This example will run a standard Bayesian LASSO
rm(list=ls())
setwd(tempdir())

data(wheat)
set.seed(12345)
varB<-0.5*(1/sum(apply(X=wheat.X,MARGIN=2,FUN=var)))
b0<-rnorm(n=1279,sd=sqrt(varB))
signal<-wheat.X%*%b0
error<-rnorm(599,sd=sqrt(0.5))
y<-100+signal+error
 	
nIter=500;
burnIn=100;
thin=3;
saveAt='';
S0=NULL;
weights=NULL;
R2=0.5;

#Custom windows

#windows_list=list()
#windows_list[[1]]=1:100
#windows_list[[2]]=101:1279
#ETA<-list(list(X=wheat.X,model='BRR_windows', windows_list=windows_list))

#For automatic windows
ETA<-list(list(X=wheat.X,model='BRR_windows', nwindows=2))
fit_BRR=BGLR(y=y,ETA=ETA,nIter=nIter,burnIn=burnIn,thin=thin,saveAt=saveAt,df0=5,S0=S0,weights=weights,R2=R2)

plot(fit_BRR$yHat,y)