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bmapost_g

Evaluate log marginal posterior of a BMA model

CALLING SEQUENCE

lpost = bmapost_g(y,x,vin,g)

PARAMETERS

Input

* y = dependent variable vector

* x = explanatory variables matrix

* vin = a 1xk vector of columns to use from x

* g = g-prior

 

Output

* lpost = log marginal posterior, a scalar containing the log marginal

DESCRIPTION

Function used for bayesian model averaging codes. It evaluates the log marginal posterior of each new model selected in a MCMC step

AUTHOR

Emmanuel Michaux 2006

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