| post.var {BMS} | R Documentation |
Returns posterior residual variance, deviance, or pseudo R-squared, according to the chosen prior structure
post.var(object, exact = FALSE) post.pr2(object, exact = FALSE) ## S3 method for class 'bma' deviance(object, exact = FALSE, ...) ## S3 method for class 'zlm' deviance(object, ...)
object |
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exact |
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further arguments passed to or from other methods |
post.var: Posterior residual variance as according to the prior definitions contained in object
post.pr2: A pseudo-R-squared corresponding to unity minus posterior variance over dependent variance.
deviance.bma: returns the deviance of a bma model as returned from bms.
deviance.zlm: returns the deviance of a zlm model.
Martin Feldkircher and Stefan Zeugner
bms for creating bma objects and priors, zlm object.
Check http://bms.zeugner.eu for additional help.
data(datafls) mm=bms(datafls[,1:10]) deviance(mm)/nrow(datafls) # is equivalent to post.var(mm) post.pr2(mm) # is equivalent to 1 - post.var(mm) / ( var(datafls[,1])*(1-1/nrow(datafls)) )