Specify a Spike-and-Slab prior for variable selection
Usage
prior_ssp(ssp_ratio = 0.25, max_beta = 1, ...)
Arguments
- ssp_ratio
Prior probability of inclusion for each variable. Default is 0.25.
- max_beta
Maximum expected effect size. Default is 1.0.
- ...
Optional hyperparameters for other distributions.
Value
A list with class "rtmb_prior"