Create an object of class BayesFactor from MCMCpack output
This function creates an object of class BayesFactor
from
MCMCpack output.
BayesFactor(...) is.BayesFactor(BF)
... |
MCMCpack output objects. These have to be of class
|
BF |
An object to be checked for membership in class
|
An object of class BayesFactor
. A BayesFactor
object has four attributes. They are: BF.mat
an M
\times M matrix in which element i,j contains the Bayes
factor for model i relative to model j;
BF.log.mat
an M \times M matrix in which element
i,j contains the natural log of the Bayes factor for model
i relative to model j; BF.logmarglike
an
M vector containing the log marginal likelihoods for models
1 through M; and BF.call
an M element list
containing the calls used to fit models 1 through M.
## Not run: data(birthwt) model1 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke + ht, data=birthwt, b0=c(2700, 0, 0, -500, -500, -500, -500), B0=c(1e-6, .01, .01, 1.6e-5, 1.6e-5, 1.6e-5, 1.6e-5), c0=10, d0=4500000, marginal.likelihood="Chib95", mcmc=10000) model2 <- MCMCregress(bwt~age+lwt+as.factor(race) + smoke, data=birthwt, b0=c(2700, 0, 0, -500, -500, -500), B0=c(1e-6, .01, .01, 1.6e-5, 1.6e-5, 1.6e-5), c0=10, d0=4500000, marginal.likelihood="Chib95", mcmc=10000) model3 <- MCMCregress(bwt~as.factor(race) + smoke + ht, data=birthwt, b0=c(2700, -500, -500, -500, -500), B0=c(1e-6, 1.6e-5, 1.6e-5, 1.6e-5, 1.6e-5), c0=10, d0=4500000, marginal.likelihood="Chib95", mcmc=10000) BF <- BayesFactor(model1, model2, model3) print(BF) ## End(Not run)
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