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>.

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 in this package

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

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