BAS: Bayesian Model Averaging using Bayesian Adaptive Sampling

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.

AuthorMerlise Clyde [aut, cre, cph], Michael Littman [ctb], Quanli Wang [ctb], Joyee Ghosh [ctb], Yingbo Li [ctb]
Date of publication2016-10-13 20:36:48
MaintainerMerlise Clyde <clyde@stat.duke.edu>
LicenseGPL (>= 3)
Version1.4.2
http://www.r-project.org
http://github.com/merliseclyde/BAS

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

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