Point estimates of the regression coefficients — point.estimates • bnplasso

Computes point estimates of the regression coefficients for an object of class lmBayes or 'spmBayes'.

Usage

point.estimates(object, type = "sn", retain = "mean")

object: An object of class 'lmBayes' or 'spmBayes'.
type: A character string denoting which algorithm should be used to recover the point estimates. The options are: (i) "sn" for the scaled neighborhood criterion from Li and Lin (2010), (ii) "cred.int" which excludes a predictor if the 50% credible interval contains zero, (iii) "post.mode" for the posterior mode, or (iv) "post.mean" for the posterior mean. Default is "sn".
retain: A character string denoting which posterior summary should be retained if type = "sn" or type = "cred.int". The options are: (i) "mode" to retain the posterior mode or (ii) "mean" to retain the posterior mean.

A numeric vector containing the point estimates of the regression coefficients.

Q. Li, and N. Lin (2010), The Bayesian elastic net. Bayesian Analysis, 5(1):151-170.

Santiago Marin