BMS: Bayesian Model Averaging Library
Version 0.3.4

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.

AuthorMartin Feldkircher and Stefan Zeugner
Date of publication2015-11-24 07:46:29
MaintainerStefan Zeugner <bms@zeugner.eu>
LicenseArtistic-2.0
Version0.3.4
URL http://bms.zeugner.eu/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("BMS")

Getting started

Package overview

Popular man pages

bms: Bayesian Model Sampling and Averaging
fullmodel.ssq: OLS Statistics for the Full Model Including All Potential...
plotModelsize: Plot Model Size Distribution
pmp.bma: Posterior Model Probabilities
topmod: Topmodel Object
zlm: Bayesian Linear Model with Zellner's g
zlm-class: Class '"zlm"'
See all...

All man pages Function index File listing

Man pages

as.zlm: Extract a Model from a bma Object
beta.draws.bma: Coefficients of the Best Models
bin2hex: Converting Binary Code to and from Hexadecimal Code
bma-class: Class "bma"
bms: Bayesian Model Sampling and Averaging
BMS-internal: Internal BMS objects
BMS-package: Bayesian Model Sampling 0.3.4
c.bma: Concatenate bma objects
coef.bma: Posterior Inclusion Probabilities and Coefficients from a...
datafls: FLS (2001) growth data
density.bma: Coefficient Marginal Posterior Densities
f21hyper: Gaussian Hypergeometric Function F(a,b,c,z)
fullmodel.ssq: OLS Statistics for the Full Model Including All Potential...
gdensity: Posterior Density of the Shrinkage Factor
gprior-class: Class "gprior"
image.bma: Plot Signs of Best Models
is.bma: Tests for a 'bma' Object
lps.bma: Log Predictive Score
mprior-class: Class "mprior"
plot.bma: Plot Posterior Model Size and Model Probabilities
plotComp: Compare Two or More bma Objects
plotConv: Plot Convergence of BMA Sampler
plotModelsize: Plot Model Size Distribution
plot.pred.density: Predictive Densities for bma Objects
pmp.bma: Posterior Model Probabilities
pmpmodel: Posterior Model Probability for any Model
post.var: Posterior Variance and Deviance
pred.density: Predictive Densities for bma Objects
predict.bma: Predict Method for bma Objects
predict.zlm: Predict Method for zlm Linear Model
print.bma: Printing bma Objects
print.topmod: Printing topmod Objects
quantile.pred.density: Extract Quantiles from 'density' Objects
summary.bma: Summary Statistics for a 'bma' Object
summary.zlm: Summarizing Linear Models under Zellner's g
topmod: Topmodel Object
topmod-class: Class "topmod"
topmodels.bma: Model Binaries and their Posterior model Probabilities
variable.names.bma: Variable names and design matrix
variable.names.zlm: Variable names and design matrix
z[.bma: Extract Parts of a topmod Object
zlm: Bayesian Linear Model with Zellner's g
zlm-class: Class '"zlm"'

Functions

.addup.enum Man page
.addup.enum.wotherstats Man page
.addup.mcmc Man page
.addup.mcmc.wotherstats Man page
.adjustdots Man page
.arglist Man page
.arglist.matchenvir Man page
.choose.gprior Man page
.choose.mprior Man page
.constr.intmat Man page
.construct.arglist Man page
.cor.topmod Man page
.enum_fromindex Man page
.f21_4hyperg Man page
.f21simple Man page
.fixedset.mprior Man page
.fixedset.sampler Man page
.fls.samp Man page
.getpolycoefs Man page
.gprior.constg.init Man page
.gprior.eblocal.init Man page
.gprior.hyperg.init Man page
.hexcode.binvec.convert Man page
.iterenum Man page
.iterenum.KgtN Man page
.iterenum.bone Man page
.mprior.customk.init Man page
.mprior.fixedt.init Man page
.mprior.pip.init Man page
.mprior.randomt.init Man page
.mprior.uniform.init Man page
.ols.terms2 Man page
.post.beta.draws Man page
.post.calc Man page
.post.constant Man page
.post.estimates Man page
.post.topmod.bma Man page
.post.topmod.includes Man page
.quantile.density Man page
.rev.jump Man page
.starter Man page
.top10 Man page
.topmod.as.bbetaT Man page
BMS Man page
BMS-package Man page
[.bma Man page
[.topmod Man page
adjustdots Source code
as.zlm Man page Source code
beta.draws.bma Man page Source code
bin2hex Man page Source code
bma-class Man page
bms Man page Source code
c.bma Man page Source code
choose.gprior Source code
choose.mprior Source code
coef.bma Man page Source code
combine_chains Man page Source code
constr.intmat Source code
construct.arglist Source code
cor.topmod Source code
datafls Man page
density.bma Man page Source code
density.zlm Man page Source code
deviance.bma Man page Source code
deviance.zlm Man page Source code
enum_fromindex Source code
enum_startend Source code
estimates.bma Man page Source code
f21_4hyperg Source code
f21hyper Man page Source code
f21simple Source code
fixedset.mprior Source code
fixedset.sampler Source code
fls.samp Source code
fls.samp.int Source code
fullmodel.ssq Man page Source code
gdensity Man page Source code
getpolycoefs Source code
gprior-class Man page
gprior.constg.init Source code
gprior.eblocal.init Source code
gprior.hyperg.init Source code
hex2bin Man page Source code
hexcode.binvec.convert Source code
image.bma Man page Source code
info.bma Man page Source code
is.bma Man page Source code
is.topmod Man page Source code
logLik.zlm Man page Source code
lprob.constg.init Source code
lprob.eblocal.init Source code
lprob.hyperg.init Source code
lps.bma Man page Source code
model.frame.bma Man page Source code
mprior-class Man page
mprior.customk.init Source code
mprior.fixedt.init Source code
mprior.pip.init Source code
mprior.randomt.init Source code
mprior.uniform.init Source code
ndex.bma Source code
ndex.topmod Source code
ols.terms2 Source code
plot.bma Man page Source code
plot.pred.density Man page Source code
plotComp Man page Source code
plotConv Man page Source code
plotModelsize Man page Source code
pmp.bma Man page Source code
pmpmodel Man page Source code
post.beta.draws Source code
post.calc Source code
post.constant Source code
post.estimates Source code
post.pr2 Man page Source code
post.topmod.bma Source code
post.topmod.includes Source code
post.var Man page Source code
pred.density Man page Source code
pred.density-class Man page
predict.bma Man page Source code
predict.zlm Man page Source code
print.bma Man page Source code
print.pred.density Man page Source code
print.topmod Man page Source code
quantile.coef.density Man page Source code
quantile.density Man page Source code Source code
quantile.pred.density Man page Source code
rev.jump Source code
rev.jump.int Source code
starter Source code
summary.bma Man page Source code
summary.zlm Man page Source code
terenum Source code
terenum.KgtN Source code
terenum.bone Source code
top10 Source code
topmod Man page Source code
topmod-class Man page
topmod.as.bbetaT Source code
topmodels.bma Man page Source code
variable.names.bma Man page Source code
variable.names.zlm Man page Source code
vcov.zlm Man page Source code
zlm Man page Source code
zlm-class Man page

Files

inst
inst/CITATION
inst/doc
inst/doc/bms.R
inst/doc/bms.pdf
inst/doc/bms.Rnw
inst/doc/bmasmall.bib
NAMESPACE
demo
demo/BMS.growth.R
demo/00Index
NEWS
data
data/datafls.rda
R
R/post.var.R
R/info.bma.R
R/bms.R
R/predict.bma.R
R/z[.topmod.R
R/fullmodel.ssq.R
R/is.bma.R
R/zlm.R
R/image.bma.R
R/f21hyper.R
R/beta.draws.bma.R
R/model.frame.bma.R
R/is.topmod.R
R/bin2hex.R
R/pmp.bma.R
R/gdensity.R
R/print.pred.density.R
R/quantile.density.R
R/plotConv.R
R/lps.bma.R
R/as.zlm.R
R/BMS-internal.R
R/print.topmod.R
R/pred.density.R
R/variable.names.zlm.R
R/quantile.coef.density.R
R/topmod.R
R/deviance.bma.R
R/deviance.zlm.R
R/z[.bma.R
R/logLik.zlm.R
R/estimates.bma.R
R/plotModelsize.R
R/print.bma.R
R/plot.bma.R
R/summary.bma.R
R/density.bma.R
R/quantile.pred.density.R
R/c.bma.R
R/summary.zlm.R
R/plotComp.R
R/predict.zlm.R
R/coef.bma.R
R/post.pr2.R
R/plot.pred.density.R
R/pmpmodel.R
R/topmodels.bma.R
R/hex2bin.R
R/density.zlm.R
R/vcov.zlm.R
R/variable.names.bma.R
R/zzz.R
R/combine_chains.R
vignettes
vignettes/bms.Rnw
vignettes/bmasmall.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/beta.draws.bma.Rd
man/bin2hex.Rd
man/bms.Rd
man/print.topmod.Rd
man/pmp.bma.Rd
man/bma-class.Rd
man/predict.bma.Rd
man/z[.bma.Rd
man/is.bma.Rd
man/print.bma.Rd
man/plot.bma.Rd
man/zlm-class.Rd
man/topmodels.bma.Rd
man/topmod.Rd
man/datafls.Rd
man/pred.density.Rd
man/plotModelsize.Rd
man/zlm.Rd
man/gprior-class.Rd
man/pmpmodel.Rd
man/summary.bma.Rd
man/predict.zlm.Rd
man/BMS-package.Rd
man/gdensity.Rd
man/plotConv.Rd
man/mprior-class.Rd
man/fullmodel.ssq.Rd
man/lps.bma.Rd
man/post.var.Rd
man/c.bma.Rd
man/f21hyper.Rd
man/variable.names.bma.Rd
man/image.bma.Rd
man/variable.names.zlm.Rd
man/as.zlm.Rd
man/topmod-class.Rd
man/coef.bma.Rd
man/summary.zlm.Rd
man/plot.pred.density.Rd
man/quantile.pred.density.Rd
man/density.bma.Rd
man/plotComp.Rd
man/BMS-internal.Rd
BMS documentation built on May 19, 2017, 11:27 p.m.

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.