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'))

Datasets:

datafls - FLS (2001) growth data

On CRAN:

Conda:r-bms-0.3.5(2025-03-25)

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

3.00 score 1 stars 690 downloads 11 mentions 24 exports 0 dependencies

Last updated 3 years agofrom:d94764f7b6. Checks:3 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Mar 30 2025
R-4.5-linux	OK	Mar 30 2025
R-4.4-linux	OK	Mar 30 2025

Exports:as.zlm beta.draws.bma bin2hex bms estimates.bma f21hyper fullmodel.ssq gdensity hex2bin info.bma is.bma is.topmod lps.bma plotComp plotConv plotModelsize pmp.bma pmpmodel post.pr2 post.var pred.density topmod topmodels.bma zlm

Dependencies:

Bayesian Model Averaging with BMS

Rendered frombmsmanual.Rnwusingutils::Sweaveon Mar 30 2025.

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

Citation

To cite package BMS in scientific work use:

Feldkircher, M. and S. Zeugner (2015): Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R, Journal of Statistical Software 68(4).

In case of coding etc. please incorporate a reference to the website <http://bms.zeugner.eu> in a visible manner (e.g. the source code)

Corresponding BibTeX entry:

  @Article{,
    title = {Bayesian Model Averaging Employing Fixed and Flexible
      Priors: The BMS Package for R},
    author = {Martin Feldkircher and Stefan Zeugner},
    journal = {Journal of Statistical Software},
    year = {2015},
    volume = {68},
  }

Readme and manuals

Help Manual

Help page	Topics
Extract a Model from a bma Object	as.zlm
Coefficients of the Best Models	beta.draws.bma
Class "bma"	bma-class
Bayesian Model Sampling and Averaging	bms
Concatenate bma objects	c.bma combine_chains
FLS (2001) growth data	datafls
Coefficient Marginal Posterior Densities	density.bma density.zlm
Posterior Inclusion Probabilities and Coefficients from a 'bma' Object	coef.bma estimates.bma
Gaussian Hypergeometric Function F(a,b,c,z)	f21hyper
OLS Statistics for the Full Model Including All Potential Covariates	fullmodel.ssq
Posterior Density of the Shrinkage Factor	gdensity
Class "gprior"	gprior-class
Converting Binary Code to and from Hexadecimal Code	bin2hex hex2bin
Plot Signs of Best Models	image.bma
Summary Statistics for a 'bma' Object	info.bma summary.bma
Tests for a 'bma' Object	is.bma
Log Predictive Score	lps.bma
Class "mprior"	mprior-class
Plot Posterior Model Size and Model Probabilities	plot.bma
Compare Two or More bma Objects	plotComp
Plot Convergence of BMA Sampler	plotConv
Plot Model Size Distribution	plotModelsize
Posterior Model Probabilities	pmp.bma
Posterior Model Probability for any Model	pmpmodel
Posterior Variance and Deviance	deviance.bma deviance.zlm post.pr2 post.var
Predictive Densities for bma Objects	pred.density pred.density-class print.pred.density
Predict Method for bma Objects	predict.bma
Predict Method for zlm Linear Model	predict.zlm
Printing topmod Objects	print.topmod
Extract Quantiles from 'density' Objects	quantile.coef.density quantile.density quantile.pred.density
Summarizing Linear Models under Zellner's g	summary.zlm
Topmodel Object	is.topmod topmod
Class "topmod"	topmod-class
Model Binaries and their Posterior model Probabilities	topmodels.bma
Variable names and design matrix	model.frame.bma variable.names.bma
Variable names and design matrix	logLik.zlm variable.names.zlm vcov.zlm
Bayesian Linear Model with Zellner's g	zlm
Class "zlm"	zlm-class