| blasso.s3 {monomvn} | R Documentation |
Summarizing, printing, and plotting the contents of a
"blasso"-class object containing samples from
the posterior distribution of a Bayesian lasso model
## S3 method for class 'blasso':
print(x, ...)
## S3 method for class 'blasso':
summary(object, burnin = 0, ...)
## S3 method for class 'blasso':
plot(x, which=c("coef", "s2", "lambda2", "tau2i", "m", "pi"),
burnin = 0, ... )
## S3 method for class 'summary.blasso':
print(x, ...)
object |
a "blasso"-class object that must be named
object for the generic methods summary.blasso |
x |
a "blasso"-class object that must be named x
for the generic printing and plotting methods
print.summary.blasso and
plot.blasso |
burnin |
number of burn-in rounds to discard before
reporting summaries and making plots. Must be non-negative
and less than x$T |
which |
indicates the parameter whose characteristics
should be plotted; does not apply to the summary |
... |
passed to print.blasso, or
plot.default |
print.blasso prints the call followed by a
brief summary of the MCMC run and a suggestion to try
the summary and plot commands.
plot.blasso uses an appropriate
plot command on the list entries of the
"blasso"-class object thus
visually summarizing the samples from the posterior distribution of
each parameter in the model depending on the which
argument supplied.
summary.blasso uses the summary command
on the list entries of the "blasso"-class object thus
summarizing the samples from the posterior distribution of each
parameter in the model.
print.summary.monomvn calls print.blasso
on the object and then prints the result of
summary.blasso
summary.blasso returns a "summary.blasso"-class
object, which is a list containing (a subset of) the items below.
The other functions do not return values.
B |
a copy of the input argument thin |
T |
total number of MCMC samples to be collected from x$T
|
thin |
number of MCMC samples to skip before a sample is
collected (via thinning) from x$T |
coef |
a joint summary of x$mu and
the columns of x$beta |
s2 |
a summary of x$s2 |
lambda2 |
a summary of x$lambda2 when lasso
or ridge regression is active |
tau2 |
a summary of the columns of x$tau2i when
lasso is active |
bn0 |
the estimated posterior probability that the individual
components of the regression coefficients beta is
nonzero |
pi |
the estimated Binomial proportion in the prior for
the model order when 2-vector input is provided for
mprior |
Robert B. Gramacy bobby@statslab.cam.ac.uk
http://www.statslab.cam.ac.uk/~bobby/monomvn.html