R: Shows an ordered list of the most frequently visited models...

topmodels {MCMCpack} | R Documentation

## Shows an ordered list of the most frequently visited models sampled during quantile regression stochastic search variable selection (QR-SSVS).

### Description

Given output from quantile regression stochastic search variable selection, this function returns a table of the 'best' models together with their associated empirical posterior probability.

### Usage

    topmodels(qrssvs, nmodels = 5, abbreviate = FALSE, minlength = 3)

### Arguments

`qrssvs` | An object of class `qrssvs`. Typically this will be the `gamma` component of the list returned by `SSVSquantreg`.
`nmodels` | The number of models to tabulate.
`abbreviate` | Logical: should the names of the predictors be abbreviated?
`minlength` | If `abbreviate` is set to `TRUE`, the minimum length of the abbreviations.

### Value

A table with the models and their associated posterior probability. The models are arranged in descending order of probability.

### Author(s)

Craig Reed

### See Also

`SSVSquantreg`

### Examples

    ## Not run:
    set.seed(1)
    epsilon<-rnorm(100)
    set.seed(2)
    x<-matrix(rnorm(1000),100,10)
    y<-x[,1]+x[,10]+epsilon
    qrssvs<-SSVSquantreg(y~x)
    topmodels(qrssvs$gamma)

    ## End(Not run)

[Package MCMCpack version 1.4-0 Index]