March 2019
Beginner to intermediate
448 pages
13h 14m
English
Content preview from R Statistics Cookbook
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How to do it...
In the following example, we will generate a synthetic dataset containing 10 variables that are relevant and 10 variables that are irrelevant. We would expect our variable selection routine to flag those latter ones as irrelevant.
This is a good example to introduce JAGS, which is another option to using STAN. JAGS is not as sophisticated as STAN, and for some situations such as when the posterior densities are correlated, it is not as efficient. Nevertheless, JAGS is even easier to use, and can accommodate complicated models with just a few lines. It must be noted that JAGS requires a less declarative syntax where there is no necessity to declare variables and parameters:
- We first generate our synthetic dataset. It will ...
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