TG {BAS}R Documentation

Generalized g-Prior Distribution for Coefficients in BMA Models

Description

Creates an object representing the Truncated Gamma (tCCH) mixture of g-priors on coefficients for BAS, where u = 1/(1+g) has a Gamma distribution supported on (0, 1].

Usage

TG(alpha = 2)

Arguments

alpha

a scalar > 0, recommended alpha=.5 (betaprime) or 1. alpha=2 corresponds to the uniform prior on the shrinkage factor.

Details

Creates a structure used for bas.glm.

Value

returns an object of class "prior", with the family and hyerparameters.

Author(s)

Merlise Clyde

See Also

CCH bas.glm

Other beta priors: CCH, EB.local, IC.prior, Jeffreys, beta.prime, g.prior, hyper.g.n, hyper.g, intrinsic, robust, tCCH, testBF.prior

Examples


TG(alpha = 2)
CCH(alpha = 2, beta = 100, s = 0)

[Package BAS version 1.5.3 Index]