CRAN/E | BAS

BAS

Bayesian Variable Selection and Model Averaging using Bayesian Adaptive Sampling

Installation

About

Package for Bayesian Variable Selection and 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) doi:10.1198/016214507000001337 for linear models or mixtures of g-priors from Li and Clyde (2019) doi:10.1080/01621459.2018.1469992 in generalized linear models. Other model selection criteria include AIC, BIC and Empirical Bayes estimates of g. Sampling probabilities may be updated based on the sampled models using sampling w/out replacement or an efficient MCMC algorithm which samples models using a tree structure of the model space as an efficient hash table. See Clyde, Ghosh and Littman (2010) doi:10.1198/jcgs.2010.09049 for details on the sampling algorithms. Uniform priors over all models or beta-binomial prior distributions on model size are allowed, and for large p truncated priors on the model space may be used to enforce sampling models that are full rank. The user may force variables to always be included in addition to imposing constraints that higher order interactions are included only if their parents are included in the model. This material is based upon work supported by the National Science Foundation under Division of Mathematical Sciences grant 1106891. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.

Citation BAS citation info
www.r-project.org
github.com/merliseclyde/BAS
Bug report File report

Key Metrics

Version 1.7.1
R ≥ 3.0
Published 2023-12-06 114 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks BAS results

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Maintainer

Maintainer

Merlise Clyde

clyde@duke.edu

Authors

Merlise Clyde

aut / cre / cph

(ORCID=0000-0002-3595-1872)

Michael Littman

ctb

Joyee Ghosh

ctb

Yingbo Li

ctb

Betsy Bersson

ctb

Don van de Bergh

ctb

Quanli Wang

ctb

Material

README
NEWS
ChangeLog
Reference manual
Package source

In Views

Bayesian

Vignettes

Using the Bayesian Adaptive Sampling (BAS) Package for Bayesian Model Averaging and Variable Selection

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

BAS archive

Depends

R ≥ 3.0

Imports

stats
graphics
utils
grDevices

Suggests

MASS
knitr
ggplot2
GGally
rmarkdown
roxygen2
dplyr
glmbb
testthat
covr
faraway

Reverse Imports

ginormal