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model_space() gains mc3,
draws and burn. With mc3 = TRUE
the model space is explored by MC^3 sampling (Madigan and York, 1995)
instead of exhaustive enumeration, which makes a large number of
regressors feasible: enumeration means fitting 2^K models,
already 131,072 at K = 17. Reduced model spaces are
supported, with the proposal correction the size constraint requires.
The chain reports its acceptance rate, the number of distinct models
visited and a convergence diagnostic, and warns when the diagnostic
falls below 0.99 or when the chain has barely moved.
Extreme Bounds Analysis is withheld for a sampled model space.
Extreme bounds are the smallest and largest coefficient estimates across
all models, and a sampler does not visit the extremes of a distribution
it is exploring by posterior mass, so bounds from a visited subset are
systematically too narrow. Element 3 of the bma object is
NULL and a message explains why.
print, summary and coef
methods for the model_space and bma objects.
summary() on a bma object gives the
coefficient table ordered by posterior inclusion probability, for either
model prior; coef() returns the posterior means as a named
vector, optionally conditional on inclusion.
model_sizes() and model_pmp() gain
type, selecting between the existing line display and a
histogram.
The estimators no longer depend on the BLAS for their treatment
of a perfectly fitting model. With a constant dependent variable the
residual sum of squares is zero in exact arithmetic, but whether it came
out as exactly zero or as a rounding-level residual decided whether the
log marginal likelihood was Inf or a large finite number.
Rounding-level sums of squares are now snapped to zero, so the
degenerate case behaves identically on any BLAS. Reported by CRAN’s BLIS
check machine.
The same guard removes a cancellation in the g-prior estimators.
The centered sum of squares was computed as a difference of two nearly
equal numbers and could come out slightly negative, which would have
produced a NaN log marginal likelihood and propagated
silently into the posterior model probabilities.
coef_hist(), model_pmp(),
model_sizes() and posterior_dens() now have
\usage sections in their help files. A
utils::globalVariables() call between the roxygen block and
the function had attached the block to that call, so no usage could be
derived. Reported as a NOTE by CRAN’s r-devel check machines.
model_pmp() misspelled “ranking” on the x axis of
two of its three graphs, and reported the wrong quantity when
top exceeded the size of the model space.
An enumerated model_space object now always carries
a sixth element, info, recording how the space was built.
Elements 1 to 5 are unchanged. The bma object gains a
sixteenth element holding the chain diagnostics, NULL for
an enumerated model space.
Results obtained from an enumerated model space are unchanged from 0.1.2.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.