Update BAS object using a new prior

Update a BMA object using a new prior distribution on the coefficients.

Usage

# S3 method for class 'bas'
update(object, newprior, alpha = NULL, ...)

Arguments

object

BMA object to update

newprior

Update posterior model probabilities, probne0, shrinkage, logmarg, etc, using prior based on newprior. See bas for available methods

alpha

optional new value of hyperparameter in prior for method

...

optional arguments

Value

A new object of class BMA

Details

Recomputes the marginal likelihoods for the new methods for models already sampled in current object.

References

Clyde, M. Ghosh, J. and Littman, M. (2010) Bayesian Adaptive Sampling for Variable Selection and Model Averaging. Journal of Computational Graphics and Statistics. 20:80-101
doi:10.1198/jcgs.2010.09049

See also

bas for available methods and choices of alpha

Other bas methods: BAS, bas.lm(), coef.bas(), confint.coef.bas(), confint.pred.bas(), diagnostics(), fitted.bas(), force.heredity.bas(), image.bas(), plot.confint.bas(), predict.bas(), predict.basglm(), summary.bas(), variable.names.pred.bas()

Author

Merlise Clyde clyde@stat.duke.edu

Examples

# \donttest{
library(MASS)
data(UScrime)
UScrime[,-2] <- log(UScrime[,-2])
crime.bic <-  bas.lm(y ~ ., data=UScrime, n.models=2^10, prior="BIC",initprobs= "eplogp")
crime.ebg <- update(crime.bic, newprior="EB-global")
crime.zs <- update(crime.bic, newprior="ZS-null")
# }