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 this package is placed on the prior distributions and it allows a wide range of them: Jeffreys (1961); Zellner and Siow(1980)<doi:10.1007/bf02888369>; Zellner and Siow(1984); Zellner (1986)<doi:10.2307/2233941>; Fernandez et al. (2001)<doi:10.1016/s0304-4076(00)00076-2>; Liang et al. (2008)<doi:10.1198/016214507000001337> and Bayarri et al. (2012)<doi:10.1214/12-aos1013>. 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, this package incorporates abilities to handle problems with a large number of potential explanatory variables through parallel and heuristic versions of the main commands, Garcia-Donato and Martinez-Beneito (2013)<doi:10.1080/01621459.2012.742443>. It also allows problems with p>n and p>>n and also incorporates routines to handle problems with variable selection with factors.

Version: 2.0.1
Depends: MASS (≥ 7.3-45), mvtnorm (≥ 1.0-5), parallel (≥ 3.3), R (≥ 3.3)
Suggests: knitr, faraway, hdi
Published: 2020-02-18
Author: Gonzalo Garcia-Donato [aut], Anabel Forte [aut, cre], Carlos Vergara-Hernández [ctb]
Maintainer: Anabel Forte <anabel.forte at uv.es>
BugReports: https://github.com/comodin19/BayesVarSel/issues
License: GPL-2
URL: https://github.com/comodin19/BayesVarSel
NeedsCompilation: yes
SystemRequirements: GNU Scientific Library
Citation: BayesVarSel citation info
Materials: README NEWS
In views: Bayesian
CRAN checks: BayesVarSel results

Downloads:

Reference manual: BayesVarSel.pdf
Vignettes: Bayesian Testing, Variable Selection and Model Averaging in Linear Models using R with BayesVarSel
Package source: BayesVarSel_2.0.1.tar.gz
Windows binaries: r-devel: BayesVarSel_2.0.1.zip, r-devel-gcc8: BayesVarSel_2.0.1.zip, r-release: BayesVarSel_2.0.1.zip, r-oldrel: BayesVarSel_2.0.1.zip
OS X binaries: r-release: BayesVarSel_2.0.1.tgz, r-oldrel: BayesVarSel_2.0.1.tgz
Old sources: BayesVarSel archive

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