BAS: Bayesian Model Averaging using Bayesian Adaptive Sampling

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Package for Bayesian 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 in GLMs of Li and Clyde (2015) <http://arxiv.org/abs/1503.06913>. 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 samples models using the BAS tree structure as an efficient hash table. 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. The user may force variables to always be included. Details behind the sampling algorithm are provided in Clyde, Ghosh and Littman (2010) <DOI:10.1198/jcgs.2010.09049>. This material is based upon work supported by the National Science Foundation under Grant DMS-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.

Author
Merlise Clyde [aut, cre, cph], Michael Littman [ctb], Quanli Wang [ctb], Joyee Ghosh [ctb], Yingbo Li [ctb]
Date of publication
2016-10-13 20:36:48
Maintainer
Merlise Clyde <clyde@stat.duke.edu>
License
GPL (>= 3)
Version
1.4.2
URLs

View on CRAN

Man pages

as.matrix
Coerce a BAS list object into a matrix
bas
Bayesian Adaptive Sampling Without Replacement for Variable...
bas.glm
Bayesian Adaptive Sampling Without Replacement for Variable...
BAS-package
Bayesian Model Averaging using Bayesian Adaptive Sampling
bayesglm
Fitting Generalized Linear Models and Bayesian marginal...
Bernoulli
Independent Bernoulli Prior Distribution for Models
beta.binomial
Beta-Binomial Prior Distribution for Models
beta.prime
Beta-Prime Prior Distribution for Coefficients in BMA Model
bin2int
Convert binary model representation into an integer
bodyfat
Bodyfat Data
cchpriors
Generalized g-Prior Distribution for Coefficients in BMA...
coefficients.bma
Coefficients of a Bayesian Model Average object
coefpriors
Information Criterion Families of Prior Distribution for...
confint
Credible Intervals for BMA coefficients
confint.pred
Compute Credible (Bayesian Confidence) Intervals for a BAS...
cv.summary.bma
Summaries for Out of Sample Prediction
diagnostic
BAS MCMC diagnostic plot
EB
Empirical Bayes Prior Distribution for Coefficients in BMA...
EB.global
Finds the global Empirical Bayes estimates for BMA
eplogprob
eplogprob - Compute approximate marginal inclusion...
eplogprob-marg
eplogprob.marg - Compute approximate marginal inclusion...
fitted.bma
Fitted values for a BAS BMA objects
gprior
Families of G-Prior Distribution for Coefficients in BMA...
hald
Hald Data
hyper2d
Compound Confluent hypergeometric function of two variables
hyper-g
Hyper-g-Prior Distribution for Coefficients in BMA Models
hypergeometric
Gaussian hypergeometric2F1 function
hypergeometric1F1
Confluent hypergeometric2F1 function
hyper-g-n
Generalized hyper-g/n Prior Distribution for g for mixtures...
image.bma
Images of models used in Bayesian model averaging
intrinsic
Intrinsic Prior Distribution for Coefficients in BMA Models
jeffreys
Jeffreys Prior Distribution for $g$ for Mixtures of g-Priors...
plot.bma
Plot Diagnostics for an BAS Object
plot.coefficients
Plots the posterior distributions of coefficients derived...
plot-confint
Plot Bayesian Confidence Intervals
predict.basglm
Prediction Method for an object of class basglm
predict.bma
Prediction Method for an object of class BMA
protein
Protein Activity Data
robust
Robust-Prior Distribution for Coefficients in BMA Model
summary.bma
Summaries of Bayesian Model Averaging objects from BAS
tcchpriors
Generalized tCCH g-Prior Distribution for Coefficients in BMA...
testBF-prior
Test based Bayes Factors for BMA Models
TG-priors
Generalized g-Prior Distribution for Coefficients in BMA...
tr.power.prior
Truncated Power Prior Distribution for Models
trunc.beta.binomial
Truncated Beta-Binomial Prior Distribution for Models
trunc.poisson
Truncated Poisson Prior Distribution for Models
Uniform
Uniform Prior Distribution for Models
update.bma
Update BMA object using a new prior

Files in this package

BAS
BAS/inst
BAS/inst/CITATION
BAS/inst/doc
BAS/inst/doc/BAS-vignette.html
BAS/inst/doc/BAS-vignette.Rmd
BAS/inst/doc/BAS-vignette.R
BAS/src
BAS/src/hyperg.c
BAS/src/Makevars
BAS/src/r_multi_norm.c
BAS/src/gamma.c
BAS/src/const.c
BAS/src/probabilities.c
BAS/src/ZS.approx.full.np.c
BAS/src/family.h
BAS/src/posisearch.c
BAS/src/glm_mcmcbas.c
BAS/src/E.ZS.c
BAS/src/ZS.approx.null.np.c
BAS/src/robust_postbeta.c
BAS/src/sampleworep.c
BAS/src/glm_sampleworep.c
BAS/src/hypergeometric1F1.c
BAS/src/amcmc.c
BAS/src/isnan.c
BAS/src/family.c
BAS/src/glm_fit.c
BAS/src/mtherr.c
BAS/src/betapriorfamily.c
BAS/src/powi.c
BAS/src/r_trunc_gamma.c
BAS/src/bayesreg.c
BAS/src/hyp2f1.c
BAS/src/sampleworep_new.c
BAS/src/gglm.h
BAS/src/deterministic.c
BAS/src/tree-structures.c
BAS/src/hg.approx.null.np.c
BAS/src/glm_mcmc.c
BAS/src/psi.c
BAS/src/CHg_postzbeta.c
BAS/src/polevl.c
BAS/src/hypergeoF.c
BAS/src/glm_lpy.c
BAS/src/sampling.h
BAS/src/round.c
BAS/src/glm_deterministic.c
BAS/src/Makevars.win
BAS/src/mcmcbas.c
BAS/src/mem.c
BAS/src/mconf.h
BAS/src/bas-glm.h
BAS/src/betapriorfamily.h
BAS/src/mcmc_new.c
BAS/src/ch2inv.f
BAS/src/cch.c
BAS/src/mcmc.c
BAS/src/bayesglm.c
BAS/NAMESPACE
BAS/demo
BAS/demo/BAS.USCrime.R
BAS/demo/00Index
BAS/demo/BAS.hald.R
BAS/CHANGELOG
BAS/NEWS.md
BAS/data
BAS/data/Hald.txt.gz
BAS/data/protein.txt.gz
BAS/data/bodyfat.rda
BAS/R
BAS/R/eplogprob.R
BAS/R/predict.bma.R
BAS/R/hypergeometric1F1.R
BAS/R/image.bma.R
BAS/R/betapriors.R
BAS/R/bas.gglm.R
BAS/R/ch1f1.R
BAS/R/EB.bma.R
BAS/R/modelpriors.R
BAS/R/as.matrix.R
BAS/R/coefficients.R
BAS/R/diagnostics.R
BAS/R/update.bma.R
BAS/R/gglm.lpy.logit.R
BAS/R/confint.coef.R
BAS/R/bas.R
BAS/R/plot.bma.R
BAS/R/summary.bma.R
BAS/R/glm-fit.R
BAS/R/cv.summary.R
BAS/R/cch.R
BAS/R/hypergeometric2F1.R
BAS/vignettes
BAS/vignettes/BAS-vignette.Rmd
BAS/MD5
BAS/build
BAS/build/vignette.rds
BAS/DESCRIPTION
BAS/man
BAS/man/BAS-package.Rd
BAS/man/hypergeometric.Rd
BAS/man/tcchpriors.Rd
BAS/man/predict.bma.Rd
BAS/man/update.bma.Rd
BAS/man/eplogprob-marg.Rd
BAS/man/coefficients.bma.Rd
BAS/man/EB.Rd
BAS/man/plot.bma.Rd
BAS/man/plot.coefficients.Rd
BAS/man/gprior.Rd
BAS/man/hald.Rd
BAS/man/hyper-g.Rd
BAS/man/jeffreys.Rd
BAS/man/bayesglm.Rd
BAS/man/robust.Rd
BAS/man/bodyfat.Rd
BAS/man/trunc.poisson.Rd
BAS/man/plot-confint.Rd
BAS/man/protein.Rd
BAS/man/Bernoulli.Rd
BAS/man/coefpriors.Rd
BAS/man/beta.binomial.Rd
BAS/man/hyper2d.Rd
BAS/man/confint.Rd
BAS/man/EB.global.Rd
BAS/man/fitted.bma.Rd
BAS/man/bas.Rd
BAS/man/summary.bma.Rd
BAS/man/cv.summary.bma.Rd
BAS/man/confint.pred.Rd
BAS/man/beta.prime.Rd
BAS/man/hypergeometric1F1.Rd
BAS/man/TG-priors.Rd
BAS/man/hyper-g-n.Rd
BAS/man/eplogprob.Rd
BAS/man/trunc.beta.binomial.Rd
BAS/man/tr.power.prior.Rd
BAS/man/intrinsic.Rd
BAS/man/image.bma.Rd
BAS/man/Uniform.Rd
BAS/man/as.matrix.Rd
BAS/man/cchpriors.Rd
BAS/man/testBF-prior.Rd
BAS/man/predict.basglm.Rd
BAS/man/bin2int.Rd
BAS/man/bas.glm.Rd
BAS/man/diagnostic.Rd