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Bayesian Model Averaging Library

Installation

About

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.

Citation BMS citation info
bms.zeugner.eu

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Version 0.3.5
R ≥ 2.10
Published 2022-08-09 613 days ago
Needs compilation? no
License BSD_3_clause
License File
CRAN checks BMS results

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Maintainer

Maintainer

Stefan Zeugner

stefan.zeugner@ec.europa.eu

Authors

Martin Feldkircher
Stefan Zeugner
Paul Hofmarcher

Material

NEWS
Reference manual
Package source

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Bayesian
Econometrics

Vignettes

Bayesian Model Averaging with BMS

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

BMS archive

Depends

methods
stats
graphics
R ≥ 2.10