topmod-class {BMS} | R Documentation |

An updateable list keeping the best x models it encounters in any kind of model iteration

Objects can be created by calls to `topmod`

, or indirectly by calls to `bms`

.

A 'topmod' object (as created by `topmod`

) holds three basic vectors: `lik`

(for the (log) likelihood of models or similar), `bool()`

for a hexcode presentation of the model binaries (cf. `bin2hex`

) and ncount() for the times the models have been drawn.

All these vectors are sorted descendantly by `lik`

, and are of the same length. The maximum length is limited by the argument `nbmodels`

.

If `tmo`

is a topmod object, then a call to `tmo$addmodel`

(e.g. `tmo$addmodel(mylik=4,vec01=c(T,F,F,T))`

updates the object `tmo`

by a model represented by `vec01`

(here the one including the first and fourth regressor) and the marginal (log) likelihood `lik`

(here: 4).

If this model is already part of `tmo`

, then its respective `ncount`

entry is incremented by one; else it is inserted into a position according to the ranking of `lik`

.

In addition, there is the possibility to save (the first moments of) coefficients of a model (`betas`

) and their second moments (`betas2`

), as well as an arbitrary vector of statistics per model (`fixed_vector`

).

`addmodel`

:function that adjusts the list of models in the 'topmod' object (see Details).

`mylik`

is the basic selection criterion (usually log likelihood),`vec01`

is the model binary (logical or numeric) indicating which regressors are included - cf.`topmod`

`lik`

:the function

`lik()`

returns a numeric vector of the best models (log) likelihoods, in decreasing order`bool`

:the function

`bool()`

returns a character vector of hexmode expressions for the model binaries (cf.`bin2hex`

), sorted by`lik()`

`ncount`

:the function

`ncount()`

returns a numeric vector of MCMC frequencies for the best models (i.e. how often the respective model was introduced by`addmodel`

)`nbmodels`

:the function

`nbmodels()`

returns the argument`nbmodel`

to function`topmod`

`nregs`

:the function

`nregs()`

returns the argument`nmaxregressors`

to`bms`

`betas_raw`

:the function

`betas_raw()`

returns a vector containing the coefficients in`betas`

(see below) without the zero entries`betas2_raw`

:the function

`betas2_raw()`

returns a vector containing the coefficient second moments in`betas2`

(see below) without the zero entries`kvec_raw`

:the function

`kvec_raw()`

returns a vector with model sizes (integers) for the models denoted in`bool`

`bool_binary`

:the function

`bool_binary()`

returns a matrix whose columns present the models conforming to`lik()`

in binary form`betas`

:the function

`betas()`

returns a matrix whose columns are the cofficents conforming to`bool_binary()`

(Note that these include zero coefficents due to non-inclusion of covariates); Note: may be an empty matrix`betas2`

:the function

`betas2()`

returns a matrix similar to`betas()`

, but with the coeffficents second moments (Note: can be empty)`fixed_vector`

:the function

`fixed_vector()`

returns a matrix whose columns bear the`fixed_vector`

statistics conforming to`lik()`

(see Details); Note: if`lengthfixedvec=0`

in topmod this returns an empty matrix

Martin Feldkircher and Stefan Zeugner

`topmod`

to create `topmod`

objects and a more detailed description,

`[.topmod`

for subselections, `is.topmod`

to test for this class

tm= topmod(2,4,TRUE,0) #should keep a maximum two models tm$addmodel(-2.3,c(1,1,1,1),1:4,5:8) #update with some model tm$addmodel(-2.2,c(0,1,1,1),1:3,5:7) #add another model tm$addmodel(-2.2,c(0,1,1,1),1:3,5:7) #add it again -> adjust ncount tm$addmodel(-2.5,c(1,0,0,1),1:2,5:6) #add another model #read out tm$lik() tm$ncount() tm$bool_binary() tm$betas()

[Package *BMS* version 0.3.1 Index]