BayesVarSel: Bayes Factors, Model Choice And Variable Selection In Linear Models

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.

Version: 1.6.1
Depends: R (≥ 3.0), parallel, MASS
Published: 2015-01-26
Author: Gonzalo Garcia-Donato and Anabel Forte
Maintainer: Anabel Forte <anabel.forte at>
License: GPL-2
NeedsCompilation: yes
CRAN checks: BayesVarSel results


Reference manual: BayesVarSel.pdf
Package source: BayesVarSel_1.6.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: BayesVarSel_1.6.1.tgz, r-oldrel: BayesVarSel_1.6.1.tgz
OS X Mavericks binaries: r-release: BayesVarSel_1.6.1.tgz
Old sources: BayesVarSel archive