PEPBVS

Bayesian Variable Selection using Power-Expected-Posterior Prior

CRAN Package

Performs Bayesian variable selection under normal linear models for the data with the model parameters following as prior distributions either the power-expected-posterior (PEP) or the intrinsic (a special case of the former) (Fouskakis and Ntzoufras (2022) doi:10.1214/21-BA1288, Fouskakis and Ntzoufras (2020) doi:10.3390/econometrics8020017). The prior distribution on model space is the uniform over all models or the uniform on model dimension (a special case of the beta-binomial prior). The selection is performed by either implementing a full enumeration and evaluation of all possible models or using the Markov Chain Monte Carlo Model Composition (MC3) algorithm (Madigan and York (1995) doi:10.2307/1403615). Complementary functions for hypothesis testing, estimation and predictions under Bayesian model averaging, as well as, plotting and printing the results are also provided. The results can be compared to the ones obtained under other well-known priors on model parameters and model spaces.


Documentation


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Insights

Last 30 days

This package has been downloaded 409 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 1 times.

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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 3,680 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Feb 20, 2025 with 54 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.

Data provided by CRAN


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Dependencies

  • Imports6 packages
  • Linking To3 packages