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rmsBMA  

Reduced Model Space Bayesian Model Averaging
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("rmsBMA", "0.1.1")



Attach the package and use:
library("rmsBMA")
Maintained by
Krzysztof Beck
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-11
Latest Update: 2026-03-11
Description:
Implements Bayesian model averaging for settings with many candidate regressors relative to the available sample size, including cases where the number of regressors exceeds the number of observations. By restricting attention to models with at most M regressors, the package supports reduced model space inference, thereby preserving degrees of freedom for estimation. It provides posterior summaries, Extreme Bounds Analysis, model selection procedures, joint inclusion measures, and graphical tools for exploring model probabilities, model size distributions, and coefficient distributions. The methodological approach follows Doppelhofer and Weeks (2009) <doi:10.1002/jae.1046>.
How to cite:
Krzysztof Beck (2026). rmsBMA: Reduced Model Space Bayesian Model Averaging. R package version 0.1.1, https://cran.r-project.org/web/packages/rmsBMA. Accessed 06 Jun. 2026.
Previous versions and publish date:
0.1.1 (2026-03-11 20:30)
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Complete documentation for rmsBMA
Functions, R codes and Examples using the rmsBMA R package
Full rmsBMA package functions and examples
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