BayesVarSel: Bayes Factors, Model Choice and Variable Selection in Linear Models
Version 1.7.0

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); Zellner and Siow(1984); Zellner (1986); Fernandez et al. (2001); Liang et al. (2008) and Bayarri et al. (2012). 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).

Browse man pages Browse package API and functions Browse package files

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
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("BayesVarSel")

Man pages

bayesvarsel-package: Bayes Factors, Model Choice And Variable Selection In Linear...
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
histBMA: A function for histograms-like representations of objects of...
Jointness: Computation of Jointness measurements.
Ozone35: Ozone35 dataset
PBvs: Bayesian Variable Selection for linear regression models...
plotbvs: A function for plotting summaries of an object of class 'Bvs'
predictBvs: Bayesian Model Averaged predictions

Functions

BMAcoeff Man page Source code
BayesVarSel Man page
BayesVarSel-package Man page
Btest Man page Source code
Bvs Man page Source code
GibbsBvs Man page Source code
Hald Man page
Jointness Man page Source code
Ozone35 Man page
PBvs Man page Source code
histBMA Man page Source code
onAttach Source code
onUnload Source code
plotBvs Man page Source code
predictBvs Man page Source code
print Man page
print.Btest Man page Source code
print.Bvs Man page Source code
print.jointness Source code
print.summary.Bvs Source code
summary Man page
summary.Bvs Man page Source code

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
BayesVarSel documentation built on May 20, 2017, 2:19 a.m.