BAS

Package for Bayesian Variable Selection and Model Averaging in linear models and generalized 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 mixture of g-priors from Liang et al (2008) doi:10.1198/016214507000001337 for linear models or mixtures of g-priors from Li and Clyde (2019) doi:10.1080/01621459.2018.1469992 in generalized linear models. Other model selection criteria include AIC, BIC and Empirical Bayes estimates of g. Sampling probabilities may be updated based on the sampled models using sampling w/out replacement or an efficient MCMC algorithm which samples models using a tree structure of the model space as an efficient hash table. See Clyde, Ghosh and Littman (2010) doi:10.1198/jcgs.2010.09049 for details on the sampling algorithms. Uniform priors over all models or beta-binomial prior distributions on model size are allowed, and for large p truncated priors on the model space may be used to enforce sampling models that are full rank. The user may force variables to always be included in addition to imposing constraints that higher order interactions are included only if their parents are included in the model. This material is based upon work supported by the National Science Foundation under Division of Mathematical Sciences grant 1106891. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.

Last 30 days

This package has been downloaded 1,452 times in the last 30 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 41 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 18,442 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! The day with the most downloads was May 08, 2024 with 232 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.