R: Generalized g-Prior Distribution for Coefficients in BMA...

TG {BAS} | R Documentation

## Generalized g-Prior Distribution for Coefficients in BMA Models

### Description

Creates an object representing the Truncated Gamma (tCCH) mixture of g-priors on coefficients for BAS, where u = 1/(1+g) has a Gamma distribution supported on (0, 1].

### Usage

    TG(alpha = 2)

### Arguments

`alpha` | a scalar > 0, recommended alpha=.5 (betaprime) or 1. alpha=2 corresponds to the uniform prior on the shrinkage factor.

### Details

Creates a structure used for `bas.glm`.

### Value

returns an object of class "prior", with the family and hyerparameters.

### Author(s)

Merlise Clyde

### See Also

`CCH` `bas.glm`

Other beta priors: `CCH()`, `EB.local()`, `IC.prior()`, `Jeffreys()`, `beta.prime()`, `g.prior()`, `hyper.g.n()`, `hyper.g()`, `intrinsic()`, `robust()`, `tCCH()`, `testBF.prior()`

### Examples

    TG(alpha = 2)
    CCH(alpha = 2, beta = 100, s = 0)

[Package BAS version 1.6.2 Index]