tr.Poisson

tr.poisson

parameter in the Poisson distribution
    representing expected model size with infinite predictors

lambda

parameter that determines truncation in the distribution
    i.e. P(M; lambda, trunc) = 0 if  M > trunc

trunc

Creates an object representing the prior distribution on
  models for BAS using a truncated Poisson Distribution on the
  Model Size 


Package for Bayesian Model Averaging in linear models and
generalized linear models using stochastic or
deterministic sampling without replacement from posterior
distributions.  Prior distributions on coefficients are
from Zellner's g-prior or mixtures of g-priors
corresponding to the Zellner-Siow Cauchy Priors or the
mixture of g-priors from
Liang et al (2008)
<http://dx.doi.org/10.1198/016214507000001337>
for linear models or mixtures of
g-priors in GLMs of Li and Clyde (2015)
<http://arxiv.org/abs/1503.06913>. Other model
selection criteria include AIC, BIC and Empirical Bayes estimates of g.
Sampling probabilities may be updated based on the sampled models
using Sampling w/out Replacement or an efficient MCMC algorithm
samples models using the BAS tree structure as an efficient
hash table. Uniform priors over all models or beta-binomial prior distributions on
model size are allowed, and for large p truncated priors on the model
space may be used.  The user may force variables to always be included.
Details behind the sampling algorithm are provided in
Clyde, Ghosh and Littman (2010) <http://dx.doi.org/10.1198/jcgs.2010.09049>.

tr.poisson: Truncated Poisson Prior Distribution for Models

Description

Usage

Arguments

Value

Details

See Also