prior_weightfunction
creates a prior distribution for fitting
a RoBMA selection model. The prior can be visualized by the plot
function.
prior_weightfunction(distribution, parameters, prior_weights = 1)
name of the prior distribution. The possible options are
"two.sided"
for a two-sided weight function
characterized by a vector steps
and vector alpha
parameters. The alpha
parameter determines an alpha
parameter of Dirichlet distribution which cumulative sum
is used for the weights omega.
"one.sided"
for a one-sided weight function
characterized by either a vector steps
and vector
alpha
parameter, leading to a monotonic one-sided
function, or by a vector steps
, vector alpha1
,
and vector alpha2
parameters leading non-monotonic
one-sided weight function. The alpha
/ alpha1
and
alpha2
parameters determine an alpha parameter of
Dirichlet distribution which cumulative sum is used for
the weights omega.
list of appropriate parameters for a given
distribution
.
prior odds associated with a given distribution. The model fitting function usually creates models corresponding to all combinations of prior distributions for each of the model parameters, and sets the model priors odds to the product of its prior distributions.
prior_weightfunction
returns an object of class 'prior'.