plot.bas: Plot Diagnostics for an BAS Object

Description

Four plots (selectable by 'which') are currently available: a plot of residuals against fitted values, Cumulative Model Probabilities, log marginal likelihoods versus model dimension, and marginal inclusion probabilities.

Usage

# S3 method for bas
plot(
  x,
  which = c(1:4),
  caption = c("Residuals vs Fitted", "Model Probabilities", "Model Complexity",
    "Inclusion Probabilities"),
  panel = if (add.smooth) panel.smooth else points,
  sub.caption = NULL,
  main = "",
  ask = prod(par("mfcol")) < length(which) && dev.interactive(),
  col.in = 2,
  col.ex = 1,
  col.pch = 1,
  cex.lab = 1,
  ...,
  id.n = 3,
  labels.id = NULL,
  cex.id = 0.75,
  add.smooth = getOption("add.smooth"),
  label.pos = c(4, 2),
  subset = NULL,
  drop.always.included = FALSE
)

Arguments

x: bas BMA object result of 'bas'
which: if a subset of the plots is required, specify a subset of the numbers '1:4'
caption: captions to appear above the plots
panel: panel function. The useful alternative to 'points', 'panel.smooth' can be chosen by 'add.smooth = TRUE'
sub.caption: common title-above figures if there are multiple; used as 'sub' (s.'title') otherwise. If 'NULL', as by default, a possible shortened version of deparse(x$call) is used
main: title to each plot-in addition to the above 'caption'
ask: logical; if 'TRUE', the user is asked before each plot, see 'par(ask=.)'
col.in: color for the included variables
col.ex: color for the excluded variables
col.pch: color for points in panels 1-3
cex.lab: graphics parameter to control size of variable names
...: other parameters to be passed through to plotting functions
id.n: number of points to be labeled in each plot, starting with the most extreme
labels.id: vector of labels, from which the labels for extreme points will be chosen. 'NULL' uses observation numbers
cex.id: magnification of point labels.
add.smooth: logical indicating if a smoother should be added to most plots; see also 'panel' above
label.pos: positioning of labels, for the left half and right half of the graph respectively, for plots 1-4
subset: indices of variables to include/exclude in plot of marginal posterior inclusion probabilities (NULL).
drop.always.included: logical variable to drop marginal posterior inclusion probabilities for variables that are always forced into the model. FALSE by default.

Author

Merlise Clyde, based on plot.lm by John Maindonald and Martin Maechler

Details

This provides a panel of 4 plots: the first is a plot of the residuals versus fitted values under BMA. The second is a plot of the cumulative marginal likelihoods of models; if the model space cannot be enumerated then this provides some indication of whether the probabilities are leveling off. The third is a plot of log marginal likelihood versus model dimension and the fourth plot show the posterior marginal inclusion probabilities.

Examples

Run this code


data(Hald)
hald.gprior =  bas.lm(Y~ ., data=Hald, prior="g-prior", alpha=13,
                      modelprior=beta.binomial(1,1),
                      initprobs="eplogp")

plot(hald.gprior)