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.

Package details

AuthorMartin Feldkircher and Stefan Zeugner
Date of publication2015-11-24 07:46:29
MaintainerStefan Zeugner <[email protected]>
Package repositoryView on CRAN
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BMS documentation built on May 30, 2017, 1:09 a.m.