make.breaklist

This function generates a vector of break numbers using the output of
<code>testpanelSubjectBreak</code>. The function performs a pairwise comparison
of models using Bayes Factors.

Contains functions to perform Bayesian
inference using posterior simulation for a number of
statistical models. Most simulation is done in compiled C++
written in the Scythe Statistical Library Version 1.0.3. All
models return 'coda' mcmc objects that can then be summarized
using the 'coda' package. Some useful
utility functions such as density functions,
pseudo-random number generators for statistical
distributions, a general purpose Metropolis sampling algorithm,
and tools for visualization are provided.

Jong Hee Park

MCMCpack

Markov Chain Monte Carlo (MCMC) Package

Ghislain Vieilledent

Michael Malecki

Matthew Blackwell

Keith Poole

Craig Reed

Ben Goodrich

Qiushi Yu

Ross Ihaka

Pierre L'Ecuyer

Makoto Matsumoto

Takuji Nishimura

make.breaklist function

<dl><dt>BF</dt>
<dd>output of <code>testpanelSubjectBreak</code>.</dd>
<dt>threshold</dt>
<dd>The Bayes Factor threshold to pick the best model. If a
Bayes factor of two models is smaller than <code>threshold</code>, the model with
a smaller number of break is chosen to avoid the over-identification
problem. Users can change threshold into any positive number. The default
value of 3 is chosen as it indicates the existence of "substantial evidence"
in favor of the model in the numerator according to Jeffreys' scale.</dd></dl>

Arguments

Vector of break numbers — make.breaklist

<dl>

<dt>BF</dt>
<dd>output of <code>testpanelSubjectBreak</code>.</dd>


<dt>threshold</dt>
<dd>The Bayes Factor threshold to pick the best model. If a
Bayes factor of two models is smaller than <code>threshold</code>, the model with
a smaller number of break is chosen to avoid the over-identification
problem. Users can change threshold into any positive number. The default
value of 3 is chosen as it indicates the existence of "substantial evidence"
in favor of the model in the numerator according to Jeffreys' scale.</dd>

</dl>

Vector of break numbers

make.breaklist: Vector of break numbers

Description

Usage

Value

Arguments

References

See Also