Package: BayesVarSel
Type: Package
Title: Bayes Factors, Model Choice And Variable Selection In Linear
        Models
Version: 1.6.1
Date: 2015-01-01
Author: Gonzalo Garcia-Donato and Anabel Forte
Maintainer: Anabel Forte <anabel.forte@uv.es>
Description: 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 the package is placed on the prior distributions and BayesVarSel allows using a wide range of them: Jeffreys-Zellner-Siow (Jeffreys, 1961; Zellner and Siow, 1980,1984) Zellner (1986); Fernandez et al. (2001), Liang et al. (2008) and Bayarri et al. (2012). 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, BayesVarSel incorporates abilities to handle problems with a large number of potential explanatory variables through parallel and heuristic versions (Garcia-Donato and Martinez-Beneito 2013) of the main commands.
Depends: R (>= 3.0), parallel, MASS
License: GPL-2
Packaged: 2015-01-26 13:59:45 UTC; root
NeedsCompilation: yes
Repository: CRAN
Date/Publication: 2015-01-26 20:32:02
Built: R 3.1.2; x86_64-apple-darwin10.8.0; 2015-01-27 12:41:49 UTC; unix
Archs: BayesVarSel.so.dSYM
