-
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 methodpredict
has to be a data frame instead of a matrix. -
The older functions
full_enumeration_pep
andmc3_pep
were unified and replaced by the new functionpep.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 argumentalgorithmic.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 andallvisitedmodsM
containing allvisited' models after the burnin period (relevant for MC3). The older functions
full_enumeration_pepand
mc3_pep` return a warning message that are deprecated.