IC.prior {BAS}R Documentation

Families of Prior Distribution for Coefficients in BMA Models

Description

Creates an object representing the prior distribution on coefficients for BAS.

Usage

IC.prior(penalty)

Arguments

penalty a scalar used in the penalized loglikelihood of the form penalty*dimension

Details

The log marginal likelihood is approximated as -2*(deviance + penalty*dimension). Allows alternatives to AIC (penalty = 2) and BIC (penalty = log(n))

Value

returns an object of class "prior", with the family and hyerparameters.

Author(s)

Merlise Clyde

See Also

g.prior

Examples

IC.prior(2)
          aic.prior()
          bic.prior(100)

[Package BAS version 0.45 Index]