| 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)