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.