IC.prior

aic.prior

AIC.prior

bic.prior

BIC.prior

<p>a scalar used in the penalized loglikelihood of the form
penalty*dimension</p>

penalty

<p>Creates an object representing the prior distribution on coefficients for
BAS.</p>

Package for Bayesian Variable Selection and  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)
<DOI:10.1198/016214507000001337>
for linear models or mixtures of g-priors in GLMs of Li and Clyde (2015)
<arXiv: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)   <DOI:10.1198/jcgs.2010.09049>.
This material is based upon work supported by the National Science
Foundation under Grant DMS-1106891.  Any opinions, findings, and
conclusions or recommendations expressed in this material are those of
the author(s) and do not necessarily reflect the views of the
National Science Foundation.

Merlise Clyde

Bayesian Variable Selection and Model Averaging using Bayesian
Adaptive Sampling

Michael Littman

Quanli Wang

Joyee Ghosh

Yingbo Li

IC.prior function

Information Criterion Families of Prior Distribution for Coefficients in BMA
Models — IC.prior

Information Criterion Families of Prior Distribution for Coefficients in BMA
Models

IC.prior: Information Criterion Families of Prior Distribution for Coefficients in BMA Models

Description

Usage

Arguments

Value

Details

See Also

Examples