Creates an object representing the g-prior distribution on coefficients for
BAS.
Arguments
- g
a scalar used in the covariance of Zellner's g-prior, Cov(beta) =
sigma^2 g (X'X)^-1
Value
returns an object of class "prior", with the family and
hyerparameters.
Details
Creates a structure used for BAS.
See also
IC.prior
Other beta priors:
CCH(),
EB.local(),
IC.prior(),
Jeffreys(),
TG(),
beta.prime(),
hyper.g.n(),
hyper.g(),
intrinsic(),
robust(),
tCCH(),
testBF.prior()
Examples
g.prior(100)
#> $family
#> [1] "g.prior"
#>
#> $g
#> [1] 100
#>
#> $class
#> [1] "g-prior"
#>
#> $hyper
#> [1] 100
#>
#> $hyper.parameters
#> $hyper.parameters$g
#> [1] 100
#>
#>
#> attr(,"class")
#> [1] "prior"