Package for Bayesian Model Averaging in linear models and generalized linear models using stochastic or deterministic sampling without replacement from posterior distributions. Prior distributions on coefficients are from Zellner's g-prior or mixtures of g-priors corresponding to the Zellner-Siow Cauchy Priors or the mixture of g-priors from Liang et al (2008) <http://dx.doi.org/10.1198/016214507000001337> for linear models or mixtures of g-priors in GLMs of Li and Clyde (2015) <http://arxiv.org/abs/1503.06913 >. Other model selection criteria include AIC and BIC. Sampling probabilities may be updated based on the sampled models using Sampling w/out Replacement or an MCMC algorithm samples models using the BAS tree structure as an efficient hash table. Allows uniform or beta-binomial prior distributions on models and for large p truncated priors on the model space. The user may force variables to always be included.

Version: | 1.2.1 |

Depends: | R (≥ 3.0), stats, graphics |

Suggests: | MASS |

Published: | 2016-04-16 |

Author: | Merlise Clyde [aut, cre, cph], Michael Littman [ctb], Quanli Wang [ctb], Joyee Ghosh [ctb], Yingbo Li [ctb] |

Maintainer: | Merlise Clyde <clyde at stat.duke.edu> |

License: | GPL (≥ 3) |

URL: | http://www.r-project.org, http://github.com/merliseclyde/BAS |

NeedsCompilation: | yes |

Citation: | BAS citation info |

Materials: | ChangeLog |

CRAN checks: | BAS results |

Reference manual: | BAS.pdf |

Package source: | BAS_1.2.1.tar.gz |

Windows binaries: | r-devel: BAS_1.2.1.zip, r-release: BAS_1.2.1.zip, r-oldrel: BAS_1.2.1.zip |

OS X Mavericks binaries: | r-release: BAS_1.2.1.tgz, r-oldrel: BAS_1.2.1.tgz |

Old sources: | BAS archive |