gControl:
Control parameters for using Zellner's g-prior in ScanBMA
Description
Assigns default control parameters for the use of Zellner's g-prior in
ScanBMA
, and allows setting control parameter values.
Usage
gControl( optimize = TRUE, optMethod = "perTarget", g0 = NULL, iterlim = 100, epsilon = 0.1 )
Arguments
optimize
A logical value indicating whether to optimze g using an iterative
EM algorithm or use a fixed value of g.
optMethod
A character string indicating how to optimize g. Currently, only
perTarget is supported, indicating that g should be optimized
individually for each target.
g0
An initial value of g to use if optimize is TRUE, or the fixed
value to use without optimization.
iterlim
If optimize is TRUE, the maximum number of iterations of the EM
algorithm to use. Ignored otherwise.
epsilon
If optimize is TRUE, the precision with which to find g using the
EM algorithm. Ignored otherwise.
Value
A list of values for the named control parameters to be passed
to ScanBMAcontrol
and ScanBMA
.
References
A. Zellner (1986), On assessing prior distributions and Bayesian
regression analysis with g-prior distributions, Bayesian inference and
decision techniques: Essays in Honor of Bruno De Finetti, 6:233-243. M. Clyde and E.I. George (2004), Model Uncertainty, Statistical
Science, 81-94.Examples
Run this codedata(dream4)
network <- 1
nTimePoints <- length(unique(dream4ts10[[network]]$time))
edges1ts10 <- networkBMA( data = dream4ts10[[network]][,-(1:2)],
nTimePoints = nTimePoints,
control = ScanBMAcontrol(gCtrl =
gControl(optimize = TRUE)) )
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