mprior-class {BMS}R Documentation

Class "mprior"

Description

An object pertaining to a BMA model prior

Objects from the Class

An mprior object holds descriptions and subfunctions pertaining to model priors. The BMA functions bms and post-processing functions rely on this class.
There are currently five model prior structures built into the BMS package, generated by the following functions (cf. the appendix of vignette(BMS)):
mprior.uniform.init: creates a uniform model prior object.
mprior.fixedt.init: creates the popular binomial model prior object with common inclusion probabilities.
mprior.randomt.init: creates a beta-binomial model prior object.
mprior.pip.init: creates a binomial model prior object that allows for defining individual prior inclusion probabilities.
mprior.customk.init: creates a model prior object that allows for defining a custom prior for each model paramter size.
The following describes the necessary slots:

Slots

mp.mode:

A string with a human-readable identifier of the prior.

mp.msize:

A scalar holding the prior model size

mp.Kdist:

A vector holding the prior probabilities for each parameter size, from 0 to K. (Not necessary for bms, but for some post-processing functions.

pmp(ki, molddraw, ...):

A sub-function returning log-prior model probability depending on molddraw (a logical/numeric indicating the positions of regressors included in the model) and model size k (equivalent to sum(molddraw).

Methods

As for now, there are no methods defined with class "mprior" in the signature.

Author(s)

Martin Feldkircher and Stefan Zeugner

See Also

bms for creating bma objects.
Check the appendix of vignette(BMS) for a more detailed description of built-in priors.
Check http://bms.zeugner.eu/custompriors.php for examples.


[Package BMS version 0.3.1 Index]