confint.coef.bas: Compute Credible Intervals for BAS regression coefficients from BAS objects
Description
Uses Monte Carlo simulations using posterior means and standard deviations
of coefficents to generate draws from the posterior distributions and
returns highest posterior density (HPD) credible intervals. If the number
of models equals one, then use the t distribution to find intervals. These
currently condition on the estimate of $g$.
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a specification of which parameters are to be given credible
intervals, either a vector of numbers or a vector of names. If missing, all
parameters are considered.
level
the probabilty coverage required
nsim
number of Monte Carlo draws from the posterior distribution.
Used when number of models is greater than 1.
...
other arguments to passed; none currently
Value
A matrix (or vector) with columns giving lower and upper HPD
credible limits for each parameter. These will be labelled as 1-level)/2 and
1 - (1-level)/2 in percent (by default 2.5 and 97.5).