iterateBMAlm {networkBMA} | R Documentation

## Iterative BMA for linear modeling with prior variable probabilities.

### Description

An iterative version of Bayesian Model Averaging (BMA) for linear models with many variables. Incorporates prior probabilities for inclusion of variables in models.

### Usage

    iterateBMAlm( x, y, prior.prob = NULL, control = iBMAcontrolLM(),
                 verbose = FALSE)

### Arguments

`x` | A matrix of real-valued predictor variables. Rows correspond to observations and columns to variables.
`y` | A real-valued response vector.
`prior.prob` | An optional vector of prior probabilities for each predictor variable belonging to a linear model for the data. If not specified, predictor variables are assumed to have equal prior probability.
`control` | A list of values controling the underlying algorithm. The default is given by `iBMAcontrolLM()`.
`verbose` | A logical variable indicating whether or not the details of the method's progress shoul be printed during computation. The default value is `FALSE`.

### Details

`iterateBMAlm` is intended for datasets that have more variables (e.g. gene expression values) than observations (e.g. subjects). There is currently no mechanism for handling factor variables in `iterateBMAlm`, as there is in the underlying function `bicreg` in the `BMA` package. However factors can be encoded by users and included with other variables as input.

### Value

A list with the following components, similar to the output of function `bicreg` in the `BMA` package:

`bic` | values of BIC for the models
`postprob` | the posterior probabilities of the models selected
`priorprob` | the prior probabilities of the variables in the models
`namesx` | the names of the variables
`label` | labels identifying the models selected
`r2` | R2 values for the models
`size` | the number of independent variables in each of the models
`which` | a logical matrix with one row per model and one column per variable indicating whether that variable is in the model
`probne0` | the posterior probability that each variable is non-zero (in percent)
`postmean` | the posterior mean of each coefficient (from model averaging)
`condpostmean` | the posterior mean of each coefficient conditional on the variable being included in the model
`condpostsd` | the posterior standard deviation of each coefficient conditional on the variable being included in the model
`ols` | matrix with one row per model and one column per variable giving the OLS estimate of each coefficient for each model
`mle` | the same as `ols`
`n.models` | the number of models
`n.vars` | the number of variables

### References

K. Y. Yeung, R. E. Bumgarner and A. E. Raftery (2005), Bayesian model averaging: development of an improved multi-class, gene selection and classification tool for microarray data, Bioinformatics 21(10) 2394-2402.

K. Lo, A. E. Raftery, K. M. Dombek, J. Zhu, E. E. Schadt, R. E. Bumgarner and K. Y. Yeung (2012), Integrating External Biological Knowledge in the Construction of Regulatory Networks from Time-series Expression Data, BMC Systems Biology, 6:101.

K. Y. Yeung, K. M. Dombek, K. Lo, J. E. Mittler, J. Zhu, E. E. Schadt, R. E. Bumgarner and A. E. Raftery (2011), Construction of regulatory networks using expression time-series data of a genotyped population, Proceedings of the National Academy of Sciences, 108(48):19436-41.

### See Also

`iBMAcontrolLM`, `varord`, `bicreg`

### Examples

    data(dream4)

    network <- 1

    Time <- as.numeric(dream4ts100[[network]]$time)

    xIndex <- which(Time != max(Time))
    yIndex <- which(Time != min(Time))

    gene <- "G1"

    x <- dream4ts100[[network]][xIndex,-(1:2)]
    y <- dream4ts100[[network]][yIndex,gene]

    nvar <- 50
    ord <- varord( x, y, ordering = "bic1")[1:nvar]

    result <- iterateBMAlm( x = x[,ord], y = y)

[Package networkBMA version 2.22.0 Index]