PostProbMod {MCMCpack} | R Documentation |
This function takes an object of class BayesFactor
and calculates
the posterior probability that each model under study is correct given
that one of the models under study is correct.
PostProbMod(BF, prior.probs=1)
BF |
An object of class BayesFactor . |
prior.probs |
The prior probabilities that each model is correct. Can be either a scalar or array. Must be positive. If the sum of the prior probabilities is not equal to 1 prior.probs will be normalized so that it does sum to unity. |
An array holding the posterior probabilities that each model under study is correct given that one of the models under study is correct.
## Not run: data(birthwt) post1 <- 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) post2 <- 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) post3 <- 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(post1, post2, post3) mod.probs <- PostProbMod(BF) print(mod.probs) ## End(Not run)