BayesFactor {MCMCpack} | R Documentation |
This function creates an object of class BayesFactor
from MCMCpack
output.
BayesFactor(...) is.BayesFactor(BF)
... |
MCMCpack output objects. These have to be of class
mcmc and have a logmarglike attribute. In what
follows, we let M denote the total number of models to be
compared. |
BF |
An object to be checked for membership in class
BayesFactor . |
An object of class BayesFactor
. A BayesFactor
object has
four attributes. They are: BF.mat
an M by M
matrix in which element i,j contains the Bayes factor for
model i relative to model j; BF.log.mat
an
M by M matrix in which element i,j
contains the natural log of the Bayes factor for model i
relative to model j; BF.logmarglike
an M
vector containing the log marginal likelihoods for models 1 through
M; and BF.call
an M element list containing
the calls used to fit models 1 through M.
## Not run: data(birthwt) model1 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke + ht, data=birthwt, b0=c(2700, 0, 0, -500, -500, -500, -500), B0=c(1e-6, .01, .01, 1.6e-5, 1.6e-5, 1.6e-5, 1.6e-5), c0=10, d0=4500000, marginal.likelihood="Chib95", mcmc=10000) model2 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke, data=birthwt, b0=c(2700, 0, 0, -500, -500, -500), B0=c(1e-6, .01, .01, 1.6e-5, 1.6e-5, 1.6e-5), c0=10, d0=4500000, marginal.likelihood="Chib95", mcmc=10000) model3 <- MCMCregress(bwt~as.factor(race) + smoke + ht, data=birthwt, b0=c(2700, -500, -500, -500, -500), B0=c(1e-6, 1.6e-5, 1.6e-5, 1.6e-5, 1.6e-5), c0=10, d0=4500000, marginal.likelihood="Chib95", mcmc=10000) BF <- BayesFactor(model1, model2, model3) print(BF) ## End(Not run)