BMS: Bayesian Model Averaging Library

Bayesian Model Averaging for linear models with a wide choice of (customizable) priors. Built-in priorss include coefficient priors (fixed, flexible and hyper-g 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 probabilitites, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison.

Project Files: 

File NameSizeDate
datafls.rda 8871 November 07 2013 15:03:32
00Index 57 November 07 2013 15:03:32
BMS.growth.R 2320 November 07 2013 15:03:32
DESCRIPTION 1014 November 07 2013 15:03:32
CITATION 702 November 07 2013 15:03:32
bmasmall.bib 3454 November 07 2013 15:03:32
bms.pdf 576017 November 07 2013 15:03:32
bms.Rnw 64326 November 07 2013 15:03:32
as.zlm.Rd 2181 November 07 2013 15:03:32
beta.draws.bma.Rd 1896 November 07 2013 15:03:32
bin2hex.Rd 1829 November 07 2013 15:03:32
bma-class.Rd 4049 November 07 2013 15:03:32
BMS-internal.Rd 1893 November 07 2013 15:03:32
BMS-package.Rd 3104 November 07 2013 15:03:32
bms.Rd 18171 November 07 2013 15:03:32
c.bma.Rd 2697 November 07 2013 15:03:32
coef.bma.Rd 5901 November 07 2013 15:03:32
datafls.Rd 3375 November 07 2013 15:03:32
density.bma.Rd 6742 November 07 2013 15:03:32
f21hyper.Rd 2159 November 07 2013 15:03:32
fullmodel.ssq.Rd 1536 November 07 2013 15:03:32
gdensity.Rd 5034 November 07 2013 15:03:32
gprior-class.Rd 3050 November 07 2013 15:03:32
image.bma.Rd 2760 November 07 2013 15:03:32
is.bma.Rd 928 November 07 2013 15:03:32
lps.bma.Rd 2279 November 07 2013 15:03:32
mprior-class.Rd 2331 November 07 2013 15:03:32
plot.bma.Rd 1238 November 07 2013 15:03:32
plot.pred.density.Rd 2813 November 07 2013 15:03:32
plotComp.Rd 2609 November 07 2013 15:03:32
plotConv.Rd 2004 November 07 2013 15:03:32
plotModelsize.Rd 2580 November 07 2013 15:03:32
pmp.bma.Rd 5127 November 07 2013 15:03:32
pmpmodel.Rd 2935 November 07 2013 15:03:32
post.var.Rd 2061 November 07 2013 15:03:32
pred.density.Rd 4096 November 07 2013 15:03:32
predict.bma.Rd 2307 November 07 2013 15:03:32
predict.zlm.Rd 2238 November 07 2013 15:03:32
print.bma.Rd 1066 November 07 2013 15:03:32
print.topmod.Rd 2572 November 07 2013 15:03:32
quantile.pred.density.Rd 3313 November 07 2013 15:03:32
summary.bma.Rd 2831 November 07 2013 15:03:32
summary.zlm.Rd 1980 November 07 2013 15:03:32
topmod-class.Rd 4710 November 07 2013 15:03:32
topmod.Rd 7014 November 07 2013 15:03:32
topmodels.bma.Rd 2081 November 07 2013 15:03:32
variable.names.bma.Rd 1384 November 07 2013 15:03:32
variable.names.zlm.Rd 1695 November 07 2013 15:03:32
zlm-class.Rd 2283 November 07 2013 15:03:32
zlm.Rd 4280 November 07 2013 15:03:32
z[.bma.Rd 1891 November 07 2013 15:03:32
MD5 5297 November 07 2013 15:03:32
NAMESPACE 77 November 07 2013 15:03:32
as.zlm.R 1792 November 07 2013 15:03:32
beta.draws.bma.R 378 November 07 2013 15:03:32
bin2hex.R 478 November 07 2013 15:03:32
BMS-internal.R 53459 November 07 2013 15:03:32
bms.R 10310 November 07 2013 15:03:32
c.bma.R 72 November 07 2013 15:03:32
coef.bma.R 374 November 07 2013 15:03:32
combine_chains.R 7132 November 07 2013 15:03:32
density.bma.R 10751 November 07 2013 15:03:32
density.zlm.R 1192 November 07 2013 15:03:32
deviance.bma.R 719 November 07 2013 15:03:32
deviance.zlm.R 61 November 07 2013 15:03:32
estimates.bma.R 725 November 07 2013 15:03:32
f21hyper.R 631 November 07 2013 15:03:32
fullmodel.ssq.R 640 November 07 2013 15:03:32
gdensity.R 5779 November 07 2013 15:03:32
hex2bin.R 276 November 07 2013 15:03:32
image.bma.R 2243 November 07 2013 15:03:32
info.bma.R 2522 November 07 2013 15:03:32
is.bma.R 176 November 07 2013 15:03:32
is.topmod.R 120 November 07 2013 15:03:32
logLik.zlm.R 293 November 07 2013 15:03:32
lps.bma.R 464 November 07 2013 15:03:32
model.frame.bma.R 177 November 07 2013 15:03:32
plot.bma.R 365 November 07 2013 15:03:32
plot.pred.density.R 316 November 07 2013 15:03:32
plotComp.R 3816 November 07 2013 15:03:32
plotConv.R 1181 November 07 2013 15:03:32
plotModelsize.R 3848 November 07 2013 15:03:32
pmp.bma.R 1111 November 07 2013 15:03:32
pmpmodel.R 3446 November 07 2013 15:03:32
post.pr2.R 310 November 07 2013 15:03:32
post.var.R 334 November 07 2013 15:03:32
pred.density.R 16032 November 07 2013 15:03:32
predict.bma.R 2094 November 07 2013 15:03:32
predict.zlm.R 2893 November 07 2013 15:03:32
print.bma.R 203 November 07 2013 15:03:32
print.pred.density.R 459 November 07 2013 15:03:32
print.topmod.R 1141 November 07 2013 15:03:32
quantile.coef.density.R 318 November 07 2013 15:03:32
quantile.density.R 1874 November 07 2013 15:03:32
quantile.pred.density.R 302 November 07 2013 15:03:32
summary.bma.R 64 November 07 2013 15:03:32
summary.zlm.R 1373 November 07 2013 15:03:32
topmod.R 4448 November 07 2013 15:03:32
topmodels.bma.R 153 November 07 2013 15:03:32
variable.names.bma.R 182 November 07 2013 15:03:32
variable.names.zlm.R 175 November 07 2013 15:03:32
vcov.zlm.R 719 November 07 2013 15:03:32
zlm.R 2345 November 07 2013 15:03:32
zzz.R 735 November 07 2013 15:03:32
z[.bma.R 90 November 07 2013 15:03:32
z[.topmod.R 1050 November 07 2013 15:03:32
To download this source code, please visit Download BMS: Bayesian Model Averaging Library