mode2g {mombf}R Documentation

Moment and inverse moment prior elicitation.

Description

mode2g finds the g value corresponding to a given prior mode. g2mode finds the prior mode corresponding to a given g value. priorp2g finds the g value giving priorp prior probability to the interval (-q,q). All routines operate in the standardized effect sizes scale.

Usage

mode2g(prior.mode, prior = 'iMom', nu = 1, dim = 1)
g2mode(g, prior = 'iMom', nu = 1, dim = 1)
priorp2g(priorp, q, nu = 1, prior = 'iMom')

Arguments

prior.mode Prior mode for the quadratic form q(theta)= (theta-theta0)' * V1^{-1} * (theta-theta0) / (n*g), where sigma is the dispersion parameter and Sigma is given by the design matrix.
prior prior=='Mom' does computations for the moment prior. prior=='iMom' does computations for the inverse moment prior.
nu Prior parameter (only used if prior=='iMom').
dim Dimensionality of the parameter, i.e. dim==1 for univariate, dim==2 for bivariate and so on.
g Prior parameter. See dimom for details.
priorp priorp2g returns g giving priorp prior probability to the interval (-q,q).
q priorp2g returns g giving priorp prior probability to the interval (-q,q).

Details

See dmom and dimom for details on the meaning of the prior parameters.

Value

mode2g returns the value of the prior parameter g matching the given mode. g2mode returns the prior mode for a given prior parameter g. priorp2g returns g giving priorp prior probability to the interval (-q,q).

Author(s)

David Rossell

References

See http://rosselldavid.googlepages.com for technical reports.

See Also

dmom, dimom, mombf, imombf

Examples

#find g value giving a prior mode for (theta/(sigma*n*Sigma))^2 at 0.2^2
data(hald)
lm1 <- lm(hald[,1] ~ hald[,2] + hald[,3] + hald[,4] + hald[,5])
prior.mode <- .2
gmom <- mode2g(prior.mode^2,prior='Mom')
gimom <- mode2g(prior.mode^2,prior='iMom')
gmom
gimom

#find g value giving 0.05 probability to interval (-.2,.2)
priorp <- .05; q <- .2
gmom <- priorp2g(priorp=priorp,q=q,prior='Mom')
gimom <- priorp2g(priorp=priorp,q=q,prior='iMom')
gmom
gimom

[Package mombf version 1.0.3 Index]