bravo (version 3.2.1)

mip.sven: Compute marginal inclusion probabilities from a fitted "sven" object.

Description

This function computes the marginal inclusion probabilities of all variables from a fitted "sven" object.

Usage

mip.sven(object, threshold = 0)

Value

The object returned is a data frame if the sven was run with a single matrix, or a list of two data frames if sven was run with a list of two matrices. The first column are the variable names (or numbers if column names of were absent). Only the nonzero marginal inclusion probabilities are stored.

Arguments

object

A fitted "sven" object

threshold

marginal inclusion probabilities above this threshold are stored. Default 0.

Author

Somak Dutta
Maintainer: Somak Dutta <[e-mail]>

Examples

# \donttest{
n <- 50; p <- 100; nonzero <- 3
trueidx <- 1:3
truebeta <- c(4,5,6)
X <- matrix(rnorm(n*p), n, p) # n x p covariate matrix
y <- 0.5 + X[,trueidx] %*% truebeta + rnorm(n)
res <- sven(X=X, y=y)
res$model.map # the MAP model
mip.sven(res)

Z <- matrix(rnorm(n*p), n, p) # another covariate matrix
y2 = 0.5 + X[,trueidx] %*% truebeta  + Z[,1:2] %*% c(-2,-2) + rnorm(n)
res2 <- sven(X=list(X,Z), y=y2)
mip.sven(res2) # two data frames, one for X and another for Z
# }