gen.prior: Generates the default prior hyperparameters
Description
Generates a list of hyper-parameters we use by default in the inverse-Gamma-Normal prior for the variance and coefficients, including a0_list, b0_list, mu0_list, Gamma0_list, Gamma0_inv_list , each being a list of 5 with 5 parameters under the 5 different candidate models. An Inv-Gamma(a0, b0) - Normal(mu0, \(\sigma^2\) Gamma0) prior is assumed.
Usage
gen.prior()
Arguments
Value
A list of hyper-parameters, including a0_list, b0_list, mu0_list, Gamma0_list, Gamma0_inv_list , each being a list of 5 with 5 parameters under the 5 different candidate models.
Author
Yunshan Duan
References
Duan, Y. and Parast, L., 2023. Flexible evaluation of surrogate markers with Bayesian model averaging. Statistics in Medicine.