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

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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>.

Author
Gonzalo Garcia-Donato and Anabel Forte
Date of publication
2016-11-18 12:47:45
Maintainer
Anabel Forte <anabel.forte@uv.es>
License
GPL-2
Version
1.7.0

View on CRAN

Man pages

BMAcoeff
Bayesian Model Averaged estimations of regression...
Btest
Bayes factors and posterior probabilities for linear...
Bvs
Bayesian Variable Selection for linear regression models
GibbsBvs
Bayesian Variable Selection for linear regression models...
Hald
Hald data
Jointness
Computation of Jointness measurements.
Ozone35
Ozone35 dataset
PBvs
Bayesian Variable Selection for linear regression models...
predictBvs
Bayesian Model Averaged predictions

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