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BMS  

Bayesian Model Averaging Library
View on CRAN: Click here


Download and install BMS package within the R console
Install from CRAN:
install.packages("BMS")

Install from Github:
library("remotes")
install_github("cran/BMS")

Install by package version:
library("remotes")
install_version("BMS", "0.3.5")



Attach the package and use:
library("BMS")
Maintained by
Stefan Zeugner
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2010-07-26
Latest Update: 2022-08-09
Description:
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.
How to cite:
Stefan Zeugner (2010). BMS: Bayesian Model Averaging Library. R package version 0.3.5, https://cran.r-project.org/web/packages/BMS. Accessed 21 Nov. 2024.
Previous versions and publish date:
0.2.4 (2010-07-26 13:48), 0.2.5 (2010-07-30 22:06), 0.3.0 (2011-05-05 09:24), 0.3.1 (2012-09-05 09:34), 0.3.3 (2013-11-22 10:57), 0.3.4 (2015-11-24 07:46)
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