tr.beta.binomial: Truncated Beta-Binomial Prior Distribution for Models
Description
Creates an object representing the prior distribution on
models for BAS using a truncated Beta-Binomial Distribution on the
Model Size
Usage
tr.beta.binomial(alpha=1.0, beta=1.0, trunc)
Arguments
alpha
parameter in the beta prior distribution
beta
parameter in the beta prior distribution
trunc
parameter that determines truncation in the distribution
i.e. P(M; alpha, beta, trunc) = 0 if M > trunc
Value
returns an object of class "prior", with the family and
hyerparameters.
Details
The beta-binomial distribution on model size is obtained by
assigning each variable inclusion indicator independent Bernoulli
distributions with probability w, and then giving w a beta(alpha,beta)
distribution. Marginalizing over w leads to the distribution on model
size having the beta-binomial distribution. The default hyperparaeters
lead to a uniform distribution over model size. The Truncated
version assigns zero probability to all models of size > trunc.