TG: Generalized g-Prior Distribution for Coefficients in BMA Models
Description
Creates an object representing the Truncated Gamma (tCCH) mixture of g-priors on
coefficients for BAS, where u = 1/(1+g) has a Gamma distribution
supported on (0, 1].
Usage
TG(alpha)
Arguments
alpha
a scalar > 0, recommended alpha=.5 (betaprime)
or 1. alpha=2 corresponds to the uniform prior on the shrinkage factor.
Value
returns an object of class "prior", with the family and
hyerparameters.