linear.g.prior.loglik {FBMS} | R Documentation |
Log likelihood function for linear regression using Zellners g-prior
linear.g.prior.loglik(y, x, model, complex, params = list(g = 4))
y |
A vector containing the dependent variable |
x |
The matrix containing the precalculated features |
model |
The model to estimate as a logical vector |
complex |
A list of complexity measures for the features |
params |
A list of parameters for the log likelihood, supplied by the user |
A list with the log marginal likelihood combined with the log prior (crit) and the posterior mode of the coefficients (coefs).
linear.g.prior.loglik(rnorm(100), matrix(rnorm(100)), TRUE, list(oc=1))