mombf: Moment and Inverse Moment Bayes Factors

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Model selection and parameter estimation based on non-local and Zellner priors. Bayes factors, marginal densities and variable selection in regression setups. Routines to sample, evaluate prior densities, distribution functions and quantiles are included.

Author
David Rossell, John D. Cook, Donatello Telesca, P. Roebuck
Date of publication
2016-11-18 19:20:39
Maintainer
David Rossell <rosselldavid@gmail.com>
License
GPL (>= 2)
Version
1.8.3
URLs

View on CRAN

Man pages

bbPrior
Priors on model space for variable selection problems
dalapl
Density and random draws from the asymmetric Laplace...
dmom
Moment prior and inverse moment prior.
eprod
Expectation of a product of powers of Normal or T random...
hald
Hald Data
mode2g
Moment and inverse moment prior elicitation.
modelSelection
Bayesian variable selection for linear models via non-local...
mombf
Moment and inverse moment Bayes factors for linear models.
momknown
Bayes factors for moment, inverse moment and Zellner-Siow...
msfit-class
Class "msfit"
msPriorSpec-class
Class "msPriorSpec"
nlpMarginals
Marginal density of the observed data for linear regression...
pmomLM
Bayesian variable selection and model averaging for linear...
postModeOrtho
Bayesian model selection and averaging under block-diagonal...
postProb
Obtain posterior model probabilities
rnlp
Posterior sampling for Non-Local Priors

Files in this package

mombf
mombf/inst
mombf/inst/doc
mombf/inst/doc/mombf.R
mombf/inst/doc/mombf.pdf
mombf/inst/doc/mombf.Rnw
mombf/src
mombf/src/Makevars
mombf/src/modelSel.cpp
mombf/src/modelSel.h
mombf/src/do_mombf.h
mombf/src/cstat.cpp
mombf/src/PolynomialRootFinder.cpp
mombf/src/modselIntegrals.cpp
mombf/src/Polynomial.h
mombf/src/Polynomial.cpp
mombf/src/cstat.h
mombf/src/PolynomialRootFinder.h
mombf/src/modselIntegrals.h
mombf/NAMESPACE
mombf/data
mombf/data/hald.rda
mombf/R
mombf/R/AllClasses.R
mombf/R/AllGenerics.R
mombf/R/emomLM.R
mombf/R/rmom.R
mombf/R/nlpMarginal.R
mombf/R/cox.R
mombf/R/ppmodel.R
mombf/R/derivatives_nlps.R
mombf/R/greedyGLM.R
mombf/R/zellnerLM.R
mombf/R/bms_ortho.R
mombf/R/dmom.R
mombf/R/msPriorSpec.R
mombf/R/postMode.R
mombf/R/pmomLM.R
mombf/R/modelSelection.R
mombf/R/mombf.R
mombf/R/pmomPM.R
mombf/R/pplProbit.R
mombf/R/modelsearch.R
mombf/R/alapl.R
mombf/vignettes
mombf/vignettes/references.bib
mombf/vignettes/mombf.Rnw
mombf/MD5
mombf/build
mombf/build/vignette.rds
mombf/DESCRIPTION
mombf/ChangeLog
mombf/man
mombf/man/dalapl.Rd
mombf/man/dmom.Rd
mombf/man/pmomLM.Rd
mombf/man/postModeOrtho.Rd
mombf/man/modelSelection.Rd
mombf/man/hald.Rd
mombf/man/msfit-class.Rd
mombf/man/mombf.Rd
mombf/man/bbPrior.Rd
mombf/man/eprod.Rd
mombf/man/msPriorSpec-class.Rd
mombf/man/postProb.Rd
mombf/man/rnlp.Rd
mombf/man/mode2g.Rd
mombf/man/momknown.Rd
mombf/man/nlpMarginals.Rd
mombf/INDEX