mombf (version 3.5.4)

bbPrior: Priors on model space for variable selection problems

Description

unifPrior implements a uniform prior (equal a priori probability for all models). binomPrior implements a Binomial prior. bbPrior implements a Beta-Binomial prior.

Usage

unifPrior(sel, logscale=TRUE, groups=1:length(sel),
constraints=lapply(1:length(unique(groups)), function(z) integer(0)))
binomPrior(sel, prob=.5, logscale=TRUE, probconstr=prob, groups=1:length(sel),
constraints=lapply(1:length(unique(groups)), function(z) integer(0)))
bbPrior(sel, alpha=1, beta=1, logscale=TRUE, alphaconstr=alpha,
betaconstr=beta, groups=1:length(sel),
constraints=lapply(1:length(unique(groups)), function(z) integer(0)))

Value

Prior probability of the specified model

Arguments

sel

Logical vector indicating which variables are included in the model

logscale

Set to TRUE to return the log-prior probability.

groups

Group that each variable belongs to (e.g. dummy indicators for categorical variables with >2 categories). The idea is that all variables in a group are jointly added/removed from the model. By default all variables are assumed to be in separate groups

constraints

List with length equal to the number of groups (distinct elements in groups). Element j in the list should indicate any hierarchical constraints on the group, for instance constraints[[3]]==c(1,2) indicates that group 3 can only be included in the model if groups 1 and 2 are also in the model. This can be used to enforce that an interaction can only be in the model if the main effects are also in the model.

prob

Success probability for the Binomial prior

probconstr

Success probability for the Binomial prior for groups that are subject to constraints

alpha

First parameter of the Beta-Binomial prior, which is equivalent to specifying a Beta(alpha,beta) prior on prob.

beta

First parameter of the Beta-Binomial prior, which is equivalent to specifying a Beta(alpha,beta) prior on prob.

alphaconstr

Same as alpha for the groups that are subject to constraints

betaconstr

Same as beta for the groups that are subject to constraints

Author

David Rossell

Examples

library(mombf)
sel <- c(TRUE,TRUE,FALSE,FALSE)
unifPrior(sel,logscale=FALSE)
binomPrior(sel,prob=.5,logscale=FALSE)
bbPrior(sel,alpha=1,beta=1,logscale=FALSE)