MCMCpack: PostProbMod – R documentation

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PostProbMod

Calculate Posterior Probability of Model

Description

This function takes an object of class BayesFactor and calculates the posterior probability that each model under study is correct given that one of the models under study is correct.

Usage

PostProbMod(BF, prior.probs = 1)

Arguments

`BF`	An object of class `BayesFactor`.
`prior.probs`	The prior probabilities that each model is correct. Can be either a scalar or array. Must be positive. If the sum of the prior probabilities is not equal to 1 prior.probs will be normalized so that it does sum to unity.

Value

An array holding the posterior probabilities that each model under study is correct given that one of the models under study is correct.

Examples

## Not run: 
data(birthwt)

post1 <- 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)

post2 <- 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)

post3 <- 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(post1, post2, post3)
mod.probs <- PostProbMod(BF)
print(mod.probs)

## End(Not run)

MCMCpack

Markov Chain Monte Carlo (MCMC) Package

v1.5-0

GPL-3

Authors

Andrew D. Martin [aut], Kevin M. Quinn [aut], Jong Hee Park [aut,cre], Ghislain Vieilledent [ctb], Michael Malecki[ctb], Matthew Blackwell [ctb], Keith Poole [ctb], Craig Reed [ctb], Ben Goodrich [ctb], Ross Ihaka [cph], The R Development Core Team [cph], The R Foundation [cph], Pierre L'Ecuyer [cph], Makoto Matsumoto [cph], Takuji Nishimura [cph]

Initial release

2021-01-19