Bayesian Model Averaging Employing Fixed and Flexible Priors: The BMS Package for R
This article describes the BMS (Bayesian model sampling) package for R that implements Bayesian model averaging for linear regression models. The package excels in allowing for a variety of prior structures, among them the "binomial-beta" prior on the model space and the so-called "hy...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2015-11-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/699 |