Added function peptest
for hypothesis testing
Added function estimation.pep
which can be used for estimation under Bayesian model averaging
Added function posteriorpredictive.pep
which simulates values from the posterior predictive distribution under Bayesian model averaging
Added function comparepriors.lm
which returns selected models under different choices of prior on the model parameters and the model space
The argument xnew
of S3 method predict
has to be a data frame instead of a matrix.
The older functions full_enumeration_pep
and mc3_pep
were unified and replaced by the new function pep.lm
.
The main differences are the following: a) pep.lm
takes as arguments a formula and a data frame instead of a
matrix (input data matrix) and a vector (response vector) and b) with the new argument
algorithmic.choice="automatic"
, the choice of the model selection algorithm (full enumeration or MC3)
can also be done automatically and does not necessarily have to be chosen by the user.
Finally, the new function returns few additional list elements: fullmodel
representing the full model that was used,
mapp
containing the mapping between Xi's and the original explanatory variable names
and allvisitedmodsM
containing all visited' models after the burnin period (relevant for MC3). The older functions
full_enumeration_pepand
mc3_pep` return a warning message
that are deprecated.