PostProbMod {MCMCpack} | R Documentation |
Calculate Posterior Probability of Model
Description
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.
Usage
PostProbMod(BF, prior.probs = 1)
Arguments
BF |
An object of class |
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. |
Value
An array holding the posterior probabilities that each model under study is correct given that one of the models under study is correct.
See Also
Examples
## 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)
[Package MCMCpack version 1.7-0 Index]