find_new Bayesian Model Averaging mc3_g

Grocer >> Bayesian Model Averaging > jump_g

jump_g

MCMC with reversible jump to sample variables for changing model size in BMA

CALLING SEQUENCE

[vin,vout] = jump_g(vin,vout,nvmax)

PARAMETERS

Input

• vin = vector of variable numbers for variables included in the model

• vout = vector of variable numbers for variables excluded from the model

• nvmax = max # of variable allowed in each model

Output

• vin = vector of variable numbers in the new model

• vout = vector of variable numbers excluded from the new model

DESCRIPTION

Function used for bayesian model averaging codes: it uses MCMC with reversible jump to sample variables for changing model size at each BMA step

AUTHOR

Emmanuel Michaux 2006
find_new Bayesian Model Averaging mc3_g