BMS (version 0.3.5)

Bayesian Model Averaging Library

Description

Bayesian Model Averaging for linear models with a wide choice of (customizable) priors. Built-in priors include coefficient priors (fixed, hyper-g and empirical priors), 5 kinds of model priors, moreover model sampling by enumeration or various MCMC approaches. Post-processing functions allow for inferring posterior inclusion and model probabilities, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison. Also includes Bayesian normal-conjugate linear model with Zellner's g prior, and assorted methods.

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Install

install.packages('BMS')

Monthly Downloads

871

Version

0.3.5

License

BSD_3_clause + file LICENSE

Maintainer

Last Published

August 9th, 2022

Functions in BMS (0.3.5)