R: Calculate Posterior Probability of Model

PostProbMod {MCMCpack} | R Documentation

## 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.

### See Also

`MCMCregress`

### 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)

[Package MCMCpack version 1.6-3 Index]