BMS (0.3.4)

1 user

Bayesian Model Averaging Library.

http://bms.zeugner.eu/
http://cran.r-project.org/web/packages/BMS

Bayesian model averaging for linear models with a wide choice of (customizable) priors. Built-in priors include coefficient priors (fixed, flexible and hyper-g 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.

Maintainer: Stefan Zeugner
Author(s): Martin Feldkircher and Stefan Zeugner

License: Artistic-2.0

Uses: Does not use any package
Reverse depends: conting, TBSSurvival
Reverse suggests: highfrequency

Released over 1 year ago.


5 previous versions

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Related packages: lme4, MCMCglmm, bayesm, BMA, coda, Hmisc, MasterBayes, MCMCpack, mgcv, MNP, MSBVAR, pscl, R2WinBUGS, BRugs, matchingMarkets, RSGHB, arm, BACCO, BaM, bayesGARCH(20 best matches, based on common tags.)


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