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/s03044076(00)000762>; Liang et al. (2008)<DOI:10.1198/016214507000001337> and Bayarri et al. (2012)<DOI:10.1214/12aos1013>. The interaction with the package is through a friendly interface that syntactically mimics the wellknown 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, GarciaDonato and MartinezBeneito (2013)<DOI:10.1080/01621459.2012.742443>. It also allows problems with p>n and p>>n and also incorporates routines to handle problems with variable selection with factors.
Package details 


Author  Gonzalo GarciaDonato [aut], Anabel Forte [aut, cre], Carlos VergaraHernández [ctb] 
Maintainer  Anabel Forte <anabel.forte@uv.es> 
License  GPL2 
Version  2.0.1 
URL  https://github.com/comodin19/BayesVarSel 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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