Generalized g-Prior Distribution for Coefficients in BMA Models

Creates an object representing the Truncated Gamma (tCCH) mixture of g-priors on coefficients for BAS, where u = 1/(1+g) has a Gamma distribution supported on (0, 1].

Usage

TG(alpha = 2)

Arguments

alpha

a scalar > 0, recommended alpha=.5 (betaprime) or 1. alpha=2 corresponds to the uniform prior on the shrinkage factor.

Value

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

Details

Creates a structure used for bas.glm.

See also

CCH bas.glm

Other beta priors: CCH(), EB.local(), IC.prior(), Jeffreys(), beta.prime(), g.prior(), hyper.g.n(), hyper.g(), intrinsic(), robust(), tCCH(), testBF.prior()

Author

Merlise Clyde

Examples

TG(alpha = 2)
#> $family
#> [1] "TG"
#> 
#> $class
#> [1] "TCCH"
#> 
#> $hyper.parameters
#> $hyper.parameters$alpha
#> [1] 2
#> 
#> $hyper.parameters$beta
#> [1] 2
#> 
#> $hyper.parameters$s
#> [1] 0
#> 
#> 
#> attr(,"class")
#> [1] "prior"
CCH(alpha = 2, beta = 100, s = 0)
#> $family
#> [1] "CCH"
#> 
#> $class
#> [1] "TCCH"
#> 
#> $hyper.parameters
#> $hyper.parameters$alpha
#> [1] 2
#> 
#> $hyper.parameters$beta
#> [1] 100
#> 
#> $hyper.parameters$s
#> [1] 0
#> 
#> 
#> attr(,"class")
#> [1] "prior"