Creates an object representing the hyper-g mixture of g-priors on
coefficients for BAS.
Arguments
- alpha
a scalar > 0. The hyper.g(alpha) is equivalent to CCH(alpha -2,
2, 0). Liang et al recommended values in the range 2 < alpha_h <= 3
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()
,
TG()
,
beta.prime()
,
g.prior()
,
hyper.g.n()
,
intrinsic()
,
robust()
,
tCCH()
,
testBF.prior()
Examples
hyper.g(alpha = 3)
#> $family
#> [1] "CCH"
#>
#> $class
#> [1] "TCCH"
#>
#> $hyper.parameters
#> $hyper.parameters$alpha
#> [1] 1
#>
#> $hyper.parameters$beta
#> [1] 2
#>
#> $hyper.parameters$s
#> [1] 0
#>
#>
#> attr(,"class")
#> [1] "prior"