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mc3_g

MCMC model composition to sample variables for changing model size in BMA

CALLING SEQUENCE

[vin,vout] = mc3_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 model composition to sample variables for changing model size at each BMA step

AUTHOR

Emmanuel Michaux 2006

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