BayesVarSel: Bayes Factors, Model Choice and Variable Selection in Linear Models

Conceived to calculate Bayes factors in linear models and then to provide a formal Bayesian answer to testing and variable selection problems. From a theoretical side, the emphasis in this package is placed on the prior distributions and it allows a wide range of them: Jeffreys (1961); Zellner and Siow(1980)<DOI:10.1007/bf02888369>; Zellner and Siow(1984); Zellner (1986)<DOI:10.2307/2233941>; Fernandez et al. (2001)<DOI:10.1016/s0304-4076(00)00076-2>; Liang et al. (2008)<DOI:10.1198/016214507000001337> and Bayarri et al. (2012)<DOI:10.1214/12-aos1013>. The interaction with the package is through a friendly interface that syntactically mimics the well-known lm() command of R. The resulting objects can be easily explored providing the user very valuable information (like marginal, joint and conditional inclusion probabilities of potential variables; the highest posterior probability model, HPM; the median probability model, MPM) about the structure of the true -data generating- model. Additionally, this package incorporates abilities to handle problems with a large number of potential explanatory variables through parallel and heuristic versions of the main commands, Garcia-Donato and Martinez-Beneito (2013)<DOI:10.1080/01621459.2012.742443>.

Install the latest version of this package by entering the following in R:
install.packages("BayesVarSel")
AuthorGonzalo Garcia-Donato and Anabel Forte
Date of publication2016-11-18 12:47:45
MaintainerAnabel Forte <anabel.forte@uv.es>
LicenseGPL-2
Version1.7.0

View on CRAN

Files

src
src/Gibbsauxiliaryfuncs.h
src/Makevars
src/priorprob.c
src/priorprob.h
src/main.c
src/allBF.h
src/Gibbsauxiliaryfuncs.c
src/auxiliaryfuncs.c
src/auxiliaryfuncs.h
src/allBF.c
src/mainGibbs.c
src/mainSingle.c
NAMESPACE
demo
demo/00Index
demo/BayesVarSel.Hald.R
data
data/Ozone35.rda
data/Hald.rda
R
R/histBMA.R R/onAtUn.R R/GibbsBvs.R R/print.Btest.R R/Bvs.R R/PBvs.R R/summary.Bvs.R R/print.jointness.R R/Jointness.R R/print.summary.Bvs.R R/BMAcoeff.R R/plotBvs.R R/Btest.R R/predictBvs.R R/print.Bvs.R
MD5
DESCRIPTION
man
man/Btest.Rd man/GibbsBvs.Rd man/BMAcoeff.Rd man/PBvs.Rd man/Jointness.Rd
man/plotbvs.rd
man/histBMA.rd
man/predictBvs.Rd man/Hald.Rd man/Bvs.Rd
man/bayesvarsel-package.rd
man/Ozone35.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.