BMS: Bayesian Model Averaging Library

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
http://bms.zeugner.eu/

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"'

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

Files

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

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

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

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