BMS0.3.5 package

Bayesian Model Averaging Library

as.zlm

Extract a Model from a bma Object

beta.draws.bma

Coefficients of the Best Models

bin2hex

Converting Binary Code to and from Hexadecimal Code

bma-class

Class "bma"

BMS-package

BMS: Bayesian Model Averaging Library

bms

Bayesian Model Sampling and Averaging

c.bma

Concatenate bma objects

coef.bma

Posterior Inclusion Probabilities and Coefficients from a 'bma' Object

density.bma

Coefficient Marginal Posterior Densities

f21hyper

Gaussian Hypergeometric Function F(a,b,c,z)

fullmodel.ssq

OLS Statistics for the Full Model Including All Potential Covariates

gdensity

Posterior Density of the Shrinkage Factor

gprior-class

Class "gprior"

image.bma

Plot Signs of Best Models

is.bma

Tests for a 'bma' Object

lps.bma

Log Predictive Score

mprior-class

Class "mprior"

plot.bma

Plot Posterior Model Size and Model Probabilities

plotComp

Compare Two or More bma Objects

plotConv

Plot Convergence of BMA Sampler

plotModelsize

Plot Model Size Distribution

pmp.bma

Posterior Model Probabilities

pmpmodel

Posterior Model Probability for any Model

post.var

Posterior Variance and Deviance

pred.density

Predictive Densities for bma Objects

predict.bma

Predict Method for bma Objects

predict.zlm

Predict Method for zlm Linear Model

print.topmod

Printing topmod Objects

quantile.pred.density

Extract Quantiles from 'density' Objects

summary.bma

Summary Statistics for a 'bma' Object

summary.zlm

Summarizing Linear Models under Zellner's g

topmod-class

Class "topmod"

topmod

Topmodel Object

topmodels.bma

Model Binaries and their Posterior model Probabilities

variable.names.bma

Variable names and design matrix

variable.names.zlm

Variable names and design matrix

zlm-class

Class "zlm"

zlm

Bayesian Linear Model with Zellner's g

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.

  • Maintainer: Stefan Zeugner
  • License: BSD_3_clause + file LICENSE
  • Last published: 2022-08-09