BAS: Bayesian Model Averaging using Bayesian Adaptive Sampling
Version 1.4.6

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) for linear models or mixtures of g-priors in GLMs of Li and Clyde (2015) . 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) . 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.

Browse man pages Browse package API and functions Browse package files

AuthorMerlise Clyde [aut, cre, cph], Michael Littman [ctb], Quanli Wang [ctb], Joyee Ghosh [ctb], Yingbo Li [ctb]
Date of publication2017-05-26 21:11:59 UTC
MaintainerMerlise Clyde <clyde@stat.duke.edu>
LicenseGPL (>= 2)
Version1.4.6
URL https://www.r-project.org https://github.com/merliseclyde/BAS
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("BAS")

Man pages

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

Functions

AIC.prior Man page
BAS Man page
BAS-package Man page Man page
BIC.prior Man page
Bernoulli Man page Source code
Bernoulli.heredity Man page Source code
Beta.Binomial Man page
Bodyfat Man page
CCH Man page Source code
EB Man page
EB.global Man page Source code
EB.global.bas Man page
EB.local Man page Source code
HPDinterval Source code
Hald Man page
IC.prior Man page Source code
Jeffreys Man page Source code
R2.glm.bas Source code
TG Man page Source code
Uniform Man page
aic.prior Man page Source code
bas Man page
bas.glm Man page Source code
bas.lm Man page Source code
bayesglm.fit Man page Source code
bernoulli Man page
beta.binomial Man page Source code
beta.prime Man page Source code
bic.prior Man page Source code
bodyfat Man page
coef Man page
coef.bas Man page Source code
coefficients Man page
coefficients.bas Man page
confint Man page
confint.coef.bas Man page Source code
confint.pred.bas Man page Source code
cv.summary.bas Man page Source code
diagnostics Man page Source code
drop.null.bas Source code
eplogprob Man page Source code
eplogprob.marg Man page Source code
extractResponse.glm Source code
fitted Man page
fitted.bas Man page Source code
force.heredity.bas Man page Source code
g.prior Man page Source code
hald Man page
hyper.g Man page Source code
hyper.g.n Man page Source code
hypergeometric1F1 Man page Source code
hypergeometric2F1 Man page Source code
image Man page
image.bas Man page Source code
intrinsic Man page Source code
list2matrix Man page
list2matrix.bas Man page Source code
list2matrix.which Man page Source code
make.parents.of.interactions Source code
normalize.initprobs Source code
normalize.initprobs.lm Source code
normalize.modelprior Source code Source code
normalize.n.models Source code Source code
phi1 Man page Source code
plot.bas Man page Source code
plot.coef.bas Man page Source code
plot.confint.bas Man page Source code
predict Man page
predict.bas Man page Source code
predict.basglm Man page Source code
print Man page
print.bas Man page Source code
print.coef.bas Man page Man page Source code
prob.heredity Source code
protein Man page
renormalize.postprobs Source code
robust Man page Source code
se.bma Source code
se.fit Source code
summary Man page
summary.bas Man page Source code
tCCH Man page Source code
testBF.prior Man page Source code
tr.Beta.Binomial Man page
tr.Poisson Man page
tr.Power.Prior Man page
tr.beta.binomial Man page Source code
tr.poisson Man page Source code
tr.power.prior Man page Source code
uniform Man page Source code
update Man page
update.bas Man page Source code
which.matrix Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/BAS-vignette.html
inst/doc/BAS.R
inst/doc/BAS.html
inst/doc/BAS.Rmd
inst/doc/BAS-vignette.Rmd
inst/doc/BAS-vignette.R
src
src/hyperg.c
src/Makevars
src/r_multi_norm.c
src/gamma.c
src/const.c
src/probabilities.c
src/ZS.approx.full.np.c
src/family.h
src/posisearch.c
src/glm_mcmcbas.c
src/E.ZS.c
src/ZS.approx.null.np.c
src/robust_postbeta.c
src/sampleworep.c
src/glm_sampleworep.c
src/hypergeometric1F1.c
src/amcmc.c
src/isnan.c
src/family.c
src/glm_fit.c
src/mtherr.c
src/betapriorfamily.c
src/powi.c
src/r_trunc_gamma.c
src/bayesreg.c
src/hyp2f1.c
src/sampleworep_new.c
src/gglm.h
src/deterministic.c
src/tree-structures.c
src/hg.approx.null.np.c
src/glm_mcmc.c
src/psi.c
src/CHg_postzbeta.c
src/polevl.c
src/hypergeoF.c
src/glm_lpy.c
src/sampling.h
src/round.c
src/glm_deterministic.c
src/Makevars.win
src/init.c
src/mcmcbas.c
src/mem.c
src/mconf.h
src/bas-glm.h
src/betapriorfamily.h
src/mcmc_new.c
src/ch2inv.f
src/cch.c
src/mcmc.c
src/bayesglm.c
NAMESPACE
demo
demo/BAS.USCrime.R
demo/00Index
demo/BAS.hald.R
CHANGELOG
NEWS.md
data
data/Hald.txt.gz
data/protein.txt.gz
data/bodyfat.rda
R
R/eplogprob.R
R/hypergeometric1F1.R
R/update.bas.R
R/betapriors.R
R/bas.gglm.R
R/modelpriors.R
R/summary.bas.R
R/as.matrix.R
R/coefficients.R
R/diagnostics.R
R/plot.coef.bas.R
R/data.R
R/image.bas.R
R/cv.summary.bas.R
R/confint.coef.R
R/bas.R
R/EB.global.R
R/glm-fit.R
R/plot.bas.R
R/BAS-package.R
R/interactions.R
R/cch.R
R/hypergeometric2F1.R
R/predict.bas.R
vignettes
vignettes/BAS-vignette.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/list2matrix.Rd
man/BAS.Rd
man/eplogprob.marg.Rd
man/update.Rd
man/confint.coef.Rd
man/force.heredity.bas.Rd
man/CCH.Rd
man/hypergeometric2F1.Rd
man/which.matrix.Rd
man/robust.Rd
man/bodyfat.Rd
man/EB.local.Rd
man/protein.Rd
man/tCCH.Rd
man/Bernoulli.Rd
man/predict.Rd
man/tr.beta.binomial.Rd
man/beta.binomial.Rd
man/bas.lm.Rd
man/EB.global.Rd
man/plot.confint.Rd
man/uniform.Rd
man/IC.prior.Rd
man/tr.poisson.Rd
man/Bernoulli.heredity.Rd
man/confint.pred.Rd
man/Hald.Rd
man/beta.prime.Rd
man/hypergeometric1F1.Rd
man/diagnostics.Rd
man/eplogprob.Rd
man/tr.power.prior.Rd
man/intrinsic.Rd
man/fitted.Rd
man/image.Rd
man/Jeffreys.Rd
man/g.prior.Rd
man/testBF.prior.Rd
man/TG.Rd
man/print.Rd
man/cv.summary.bas.Rd
man/plot.coef.Rd
man/plot.Rd
man/hyper.g.Rd
man/predict.basglm.Rd
man/hyper.g.n.Rd
man/phi1.Rd
man/bas.glm.Rd
man/list2matrix.which.Rd
man/coef.Rd
man/summary.Rd
man/bayesglm.fit.Rd
BAS documentation built on May 27, 2017, 1:02 a.m.