Bayesian Model Averaging Library 0.3

duric — Sat, 16 Nov 2013 04:42:05 -0000

Bayesian Model Averaging for linear models with a wide choice of (customizable) priors. Built-in priorss include coefficient priors (fixed, flexible and hyper-g 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 probabilitites, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison.

mloss.org Bayesian Model Averaging Library

Bayesian Model Averaging Library 0.3