R-BAS - Bayesian Model Averaging using Bayesian Adaptive Samplin
| Website: | http://cran.at.r-project.org/web/packages/BAS/index.html |
|---|---|
| License: | GPL (>= 2) |
- Description:
Package for Bayesian Model Averaging in 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 Liang et al hyper-g priors (JASA 2008). Other model selection criterian include AIC and BIC. Sampling probabilities may be updated based on the sampled models. Allows uniform or beta-binomial prior distributions on models.
Packages
| R-BAS-0.80-1.fc12.x86_64 [207 KiB] |
Changelog
by pingou (2010-04-26):
- Update to version 0.80 |