BAS v1.5.5

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Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

Package for Bayesian Variable Selection and Model Averaging in linear models and generalized linear models using stochastic or deterministic sampling without replacement from posterior distributions. Prior distributions on coefficients are from Zellner's g-prior or mixtures of g-priors corresponding to the Zellner-Siow Cauchy Priors or the mixture of g-priors from Liang et al (2008) <DOI:10.1198/016214507000001337> for linear models or mixtures of g-priors from Li and Clyde (2019) <DOI:10.1080/01621459.2018.1469992> in generalized linear models. Other model selection criteria include AIC, BIC and Empirical Bayes estimates of g. Sampling probabilities may be updated based on the sampled models using sampling w/out replacement or an efficient MCMC algorithm which samples models using a tree structure of the model space as an efficient hash table. See Clyde, Ghosh and Littman (2010) <DOI:10.1198/jcgs.2010.09049> for details on the sampling algorithms. Uniform priors over all models or beta-binomial prior distributions on model size are allowed, and for large p truncated priors on the model space may be used to enforce sampling models that are full rank. The user may force variables to always be included in addition to imposing constraints that higher order interactions are included only if their parents are included in the model. This material is based upon work supported by the National Science Foundation under Division of Mathematical Sciences grant 1106891. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.

Functions in BAS

Name Description
TG Generalized g-Prior Distribution for Coefficients in BMA Models
bodyfat Bodyfat Data
climate Climate Data
g.prior Families of G-Prior Distribution for Coefficients in BMA Models
bayesglm.fit Fitting Generalized Linear Models and Bayesian marginal likelihood evaluation
bas.lm Bayesian Adaptive Sampling for Bayesian Model Averaging and Variable Selection in Linear Models
force.heredity.bas Post processing function to force constraints on interaction inclusion bas BMA objects
eplogprob eplogprob - Compute approximate marginal inclusion probabilities from pvalues
diagnostics BAS MCMC diagnostic plot
hyper.g.n Generalized hyper-g/n Prior Distribution for g for mixtures of g-priors on Coefficients in BMA Models
hyper.g Hyper-g-Prior Distribution for Coefficients in BMA Models
Bayes.outlier Bayesian Outlier Detection
bas.glm Bayesian Adaptive Sampling Without Replacement for Variable Selection in Generalized Linear Models
confint.coef.bas Compute Credible Intervals for BAS regression coefficients from BAS objects
testBF.prior Test based Bayes Factors for BMA Models
tCCH Generalized tCCH g-Prior Distribution for Coefficients in BMA Models
plot.coef.bas Plots the posterior distributions of coefficients derived from Bayesian model averaging
hypergeometric1F1 Confluent hypergeometric2F1 function
intrinsic Intrinsic Prior Distribution for Coefficients in BMA Models
image.bas Images of models used in Bayesian model averaging
coef.bas Coefficients of a Bayesian Model Average object
hypergeometric2F1 Gaussian hypergeometric2F1 function
protein Protein Activity Data
variable.names.pred.bas Extract the variable names for a model from a BAS prediction object
eplogprob.marg eplogprob.marg - Compute approximate marginal inclusion probabilities from pvalues
which.matrix Coerce a BAS list object of models into a matrix.
predict.bas Prediction Method for an object of class BAS
update.bas Update BAS object using a new prior
print.bas Print a Summary of Bayesian Model Averaging objects from BAS
plot.confint.bas Plot Bayesian Confidence Intervals
predict.basglm Prediction Method for an Object of Class basglm
fitted.bas Fitted values for a BAS BMA objects
beta.binomial Beta-Binomial Prior Distribution for Models
beta.prime Beta-Prime Prior Distribution for Coefficients in BMA Model
phi1 Compound Confluent hypergeometric function of two variables
plot.bas Plot Diagnostics for an BAS Object
list2matrix.bas Coerce a BAS list object into a matrix.
cv.summary.bas Summaries for Out of Sample Prediction
list2matrix.which Coerce a BAS list object into a matrix.
confint.pred.bas Compute Credible (Bayesian Confidence) Intervals for a BAS predict object
uniform Uniform Prior Distribution for Models
tr.poisson Truncated Poisson Prior Distribution for Models
tr.power.prior Truncated Power Prior Distribution for Models
tr.beta.binomial Truncated Beta-Binomial Prior Distribution for Models
robust Robust-Prior Distribution for Coefficients in BMA Model
summary.bas Summaries of Bayesian Model Averaging objects from BAS
CCH Generalized g-Prior Distribution for Coefficients in BMA Models
EB.global Find the global Empirical Bayes estimates for BMA
BAS BAS: Bayesian Model Averaging using Bayesian Adaptive Sampling
Bernoulli Independent Bernoulli Prior Distribution for Models
Bernoulli.heredity Independent Bernoulli prior on models that with constraints for model hierarchy induced by interactions
IC.prior Information Criterion Families of Prior Distribution for Coefficients in BMA Models
Jeffreys Jeffreys Prior Distribution for $g$ for Mixtures of g-Priors for Coefficients in BMA Models
EB.local Empirical Bayes Prior Distribution for Coefficients in BMA Model
Hald Hald Data
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Vignettes of BAS

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BAS-vignette.Rmd
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Details

Date 2020-1-24
License GPL (>= 3)
URL https://www.r-project.org, https://github.com/merliseclyde/BAS
BugReports https://github.com/merliseclyde/BAS/issues
Repository CRAN
NeedsCompilation yes
ByteCompile yes
VignetteBuilder knitr
Encoding UTF-8
RoxygenNote 7.0.2
Packaged 2020-01-24 21:57:29 UTC; mclyde
Date/Publication 2020-01-24 22:50:14 UTC

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