Bayesian Model Averaging Library

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.


Reference manual

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install.packages("BMS")

0.3.5 by Stefan Zeugner, 4 years ago


http://bms.zeugner.eu


Browse source code at https://github.com/cran/BMS


Authors: Martin Feldkircher and Stefan Zeugner and Paul Hofmarcher


Documentation:   PDF Manual  


BSD_3_clause + file LICENSE license


Depends on methods, stats, graphics


Imported by bayesics.

Suggested by WALS, artma.


See at CRAN