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monomvn (version 1.2)

blasso.s3: Summarizing Bayesian Lasso Output

Description

Summarizing, printing, and plotting the contents of a "blasso"-class object containing samples from the posterior distribution of a Bayesian lasso model

Usage

## S3 method for class 'blasso':
print(x, ...)
## S3 method for class 'blasso':
summary(object, burnin = 0, ...)
## S3 method for class 'blasso':
plot(x, which=c("coef", "s2", "lambda2", "tau2i"),
     burnin = 0, ... )
## S3 method for class 'summary.blasso':
print(x, ...)

Arguments

object
a "blasso"-class object for that must be named object for the generic methods summary.blasso
x
a "blasso"-class object that must be named x for the generic printing and plotting methods print.summary.blasso and
burnin
number of burn-in rounds to discard before reporting summaries and making plots. Must be non-negative and less than x$T
which
indicates the parameter whose summary should be plotted
...

Value

  • summary.blasso returns a "summary.blasso"-class object, which is a list containing (a subset of) the items below. The other functions do not return values.
  • Ba copy of the input argument thin
  • TTotal number of MCMC samples to be collected from x$T
  • thinnumber of MCMC samples to skip before a sample is collected (via thinning) from x$T
  • coefa joint summary of x$mu and the columns of x$beta
  • s2a summary of x$s2
  • lambda2a summary of x$lambda2
  • tau2a summary of the columns of x$tau2i

Details

print.blasso prints the call followed by a brief summary of the MCMC run and a suggestion to try the summary and plot commands.

plot.blasso uses an appropriate plot command on the list entries of the "blasso"-class object thus visually summarizing the samples from the posterior distribution of each parameter in the model depending on the which argument supplied summary.blasso uses the summary command on the list entries of the "blasso"-class object thus summarizing the samples from the posterior distribution of each parameter in the model

print.summary.monomvn calls print.blasso on the object and then prints the result of summary.blasso

References

http://www.statslab.cam.ac.uk/~bobby/monomvn.html

See Also

blasso