## BayesVarSel: Bayes Factors, Model Choice And Variable Selection In Linear
Models

Conceived to calculate Bayes factors in linear models and then to provide a formal Bayesian answer to testing and variable selection problems. From a theoretical side, the emphasis in the package is placed on the prior distributions and BayesVarSel allows using a wide range of them: Jeffreys-Zellner-Siow (Jeffreys, 1961; Zellner and Siow, 1980,1984) Zellner (1986); Fernandez et al. (2001), Liang et al. (2008) and Bayarri et al. (2012). The interaction with the package is through a friendly interface that syntactically mimics the well-known lm command of R. The resulting objects can be easily explored providing the user very valuable information (like marginal, joint and conditional inclusion probabilities of potential variables; the highest posterior probability model, HPM; the median probability model, MPM) about the structure of the true -data generating- model. Additionally, BayesVarSel incorporates abilities to handle problems with a large number of potential explanatory variables through parallel and heuristic versions (Garcia-Donato and Martinez-Beneito 2013) of the main commands.

Version: |
1.6.1 |

Depends: |
R (≥ 3.0), parallel, MASS |

Published: |
2015-01-26 |

Author: |
Gonzalo Garcia-Donato and Anabel Forte |

Maintainer: |
Anabel Forte <anabel.forte at uv.es> |

License: |
GPL-2 |

NeedsCompilation: |
yes |

CRAN checks: |
BayesVarSel results |

#### Downloads: