Creates an object representing the CCH mixture of g-priors on coefficients
for BAS .
Arguments
- alpha
a scalar > 0, recommended alpha=.5 (betaprime) or 1 for CCH.
The hyper.g(alpha) is equivalent to CCH(alpha -2, 2, 0). Liang et al
recommended values in the range 2 < alpha_h <= 4
- beta
a scalar > 0. The value is not updated by the data; beta should
be a function of n for consistency under the null model. The hyper-g
corresponds to b = 2
- s
a scalar, recommended s=0
Value
returns an object of class "prior", with the family and
hyperparameters.
Details
Creates a structure used for bas.glm.
See also
IC.prior, bic.prior,
bas.glm
Other beta priors:
EB.local(),
IC.prior(),
Jeffreys(),
TG(),
beta.prime(),
g.prior(),
hyper.g(),
hyper.g.n(),
intrinsic(),
robust(),
tCCH(),
testBF.prior()
Examples
CCH(alpha = .5, beta = 100, s = 0)
#> $family
#> [1] "CCH"
#>
#> $class
#> [1] "TCCH"
#>
#> $hyper.parameters
#> $hyper.parameters$alpha
#> [1] 0.5
#>
#> $hyper.parameters$beta
#> [1] 100
#>
#> $hyper.parameters$s
#> [1] 0
#>
#>
#> attr(,"class")
#> [1] "prior"
