model.matrix.glm.spike

Creates a matrix of predictors appropriate for glm.spike models.

models

regression

Spike and slab regression with a variety of residual error
distributions corresponding to Gaussian, Student T, probit, logit, SVM, and a
few others. Spike and slab regression is Bayesian regression with prior
distributions containing a point mass at zero. The posterior updates the
amount of mass on this point, leading to a posterior distribution that is
actually sparse, in the sense that if you sample from it many coefficients are
actually zeros. Sampling from this posterior distribution is an elegant way
to handle Bayesian variable selection and model averaging. See
<DOI:10.1504/IJMMNO.2014.059942> for an explanation of the Gaussian case.

Steven Scott

BoomSpikeSlab

MCMC for Spike and Slab Regression

model.matrix.glm.spike function

<dl> <dt>object</dt>
<dd>An object of class <code>glm.spike</code>.</dd>
 <dt>data</dt>
<dd>Either a data frame to use when building the model
 matrix, or <code>NULL</code>. If <code>NULL</code> then the training data from
 <code>object</code> will be used.</dd> 
 <dt>...</dt>
<dd>Extra arguments passed to <code><a href="/link/model.matrix.default?package=BoomSpikeSlab&version=1.2.6" data-mini-rdoc="BoomSpikeSlab::model.matrix.default">model.matrix.default</a></code>.</dd>
</dl>

Arguments

Author

Construct Design Matrices — model.matrix.glm.spike

<dl>

 <dt>object</dt>
<dd>An object of class <code>glm.spike</code>.</dd>


 <dt>data</dt>
<dd>Either a data frame to use when building the model
 matrix, or <code>NULL</code>. If <code>NULL</code> then the training data from
 <code>object</code> will be used.</dd>

 
 <dt>...</dt>
<dd>Extra arguments passed to <code><a href='https://rdrr.io/r/stats/model.matrix.html'>model.matrix.default</a></code>.</dd>


</dl>

model.matrix.glm.spike: Construct Design Matrices

Description

Usage

Value

Arguments

Author

Details

See Also