Project details for Bayesian Model Averaging Library

Logo Bayesian Model Averaging Library 0.3

by duric1 - November 16, 2013, 04:42:05 CET [ Project Homepage BibTeX Download ]

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Description:

Bayesian Model Averaging for linear models with a wide choice of (customizable) priors. Built-in priorss include coefficient priors (fixed, flexible and hyper-g priors), 5 kinds of model priors, moreover model sampling by enumeration or various MCMC approaches. Post-processing functions allow for inferring posterior inclusion and model probabilitites, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison.

Changes to previous version:

Initial Announcement on mloss.org.

BibTeX Entry: Download
URL: Project Homepage
Supported Operating Systems: Windows
Data Formats: Any
Tags: Bayesian Model Averaging
Archive: download here

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