Package: BMS 0.3.5

Stefan Zeugner

BMS: Bayesian Model Averaging Library

Bayesian Model Averaging for linear models with a wide choice of (customizable) priors. Built-in priors include coefficient priors (fixed, hyper-g and empirical priors), 5 kinds of model priors, moreover model sampling by enumeration or various MCMC approaches. Post-processing functions allow for inferring posterior inclusion and model probabilities, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison. Also includes Bayesian normal-conjugate linear model with Zellner's g prior, and assorted methods.

Authors:Martin Feldkircher and Stefan Zeugner and Paul Hofmarcher

BMS_0.3.5.tar.gz
BMS_0.3.5.tar.gz(r-4.5-noble)BMS_0.3.5.tar.gz(r-4.4-noble)
BMS_0.3.5.tgz(r-4.4-emscripten)BMS_0.3.5.tgz(r-4.3-emscripten)
BMS.pdf |BMS.html✨
BMS/json (API)
NEWS

# Install 'BMS' in R:
install.packages('BMS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

24 exports 1 stars 2.35 score 0 dependencies 11 mentions 374 scripts 772 downloads

Last updated 2 years agofrom:d94764f7b6. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 29 2024
R-4.5-linuxOKAug 29 2024

Exports:as.zlmbeta.draws.bmabin2hexbmsestimates.bmaf21hyperfullmodel.ssqgdensityhex2bininfo.bmais.bmais.topmodlps.bmaplotCompplotConvplotModelsizepmp.bmapmpmodelpost.pr2post.varpred.densitytopmodtopmodels.bmazlm

Dependencies:

Bayesian Model Averaging with BMS

Rendered frombmsmanual.Rnwusingutils::Sweaveon Aug 29 2024.

Last update: 2022-08-09
Started: 2022-08-09

Readme and manuals

Help Manual

Help pageTopics
Extract a Model from a bma Objectas.zlm
Coefficients of the Best Modelsbeta.draws.bma
Class "bma"bma-class
Bayesian Model Sampling and Averagingbms
Concatenate bma objectsc.bma combine_chains
FLS (2001) growth datadatafls
Coefficient Marginal Posterior Densitiesdensity.bma density.zlm
Posterior Inclusion Probabilities and Coefficients from a 'bma' Objectcoef.bma estimates.bma
Gaussian Hypergeometric Function F(a,b,c,z)f21hyper
OLS Statistics for the Full Model Including All Potential Covariatesfullmodel.ssq
Posterior Density of the Shrinkage Factorgdensity
Class "gprior"gprior-class
Converting Binary Code to and from Hexadecimal Codebin2hex hex2bin
Plot Signs of Best Modelsimage.bma
Summary Statistics for a 'bma' Objectinfo.bma summary.bma
Tests for a 'bma' Objectis.bma
Log Predictive Scorelps.bma
Class "mprior"mprior-class
Plot Posterior Model Size and Model Probabilitiesplot.bma
Compare Two or More bma ObjectsplotComp
Plot Convergence of BMA SamplerplotConv
Plot Model Size DistributionplotModelsize
Posterior Model Probabilitiespmp.bma
Posterior Model Probability for any Modelpmpmodel
Posterior Variance and Deviancedeviance.bma deviance.zlm post.pr2 post.var
Predictive Densities for bma Objectspred.density pred.density-class print.pred.density
Predict Method for bma Objectspredict.bma
Predict Method for zlm Linear Modelpredict.zlm
Printing topmod Objectsprint.topmod
Extract Quantiles from 'density' Objectsquantile.coef.density quantile.density quantile.pred.density
Summarizing Linear Models under Zellner's gsummary.zlm
Topmodel Objectis.topmod topmod
Class "topmod"topmod-class
Model Binaries and their Posterior model Probabilitiestopmodels.bma
Variable names and design matrixmodel.frame.bma variable.names.bma
Variable names and design matrixlogLik.zlm variable.names.zlm vcov.zlm
Bayesian Linear Model with Zellner's gzlm
Class "zlm"zlm-class