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"'

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

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