BMS: Bayesian Model Averaging Library

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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.

Author
Martin Feldkircher and Stefan Zeugner
Date of publication
2015-11-24 07:46:29
Maintainer
Stefan Zeugner <bms@zeugner.eu>
License
Artistic-2.0
Version
0.3.4
URLs

View on CRAN

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"'

Files in this package

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