BMS: Bayesian Model Averaging Library

Bayesian model averaging for linear models with a wide choice of (customizable) priors. Built-in priors 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 probabilities, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison.

Version: 0.3.4
Depends: R (≥ 2.5)
Imports: graphics, methods, stats
Published: 2015-11-24
Author: Martin Feldkircher and Stefan Zeugner
Maintainer: Stefan Zeugner <bms at>
License: Artistic-2.0
NeedsCompilation: no
Citation: BMS citation info
Materials: NEWS
In views: Bayesian, Econometrics
CRAN checks: BMS results


Reference manual: BMS.pdf
Vignettes: Bayesian Model Averaging with BMS
Package source: BMS_0.3.4.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: BMS_0.3.4.tgz, r-oldrel: BMS_0.3.4.tgz
Old sources: BMS archive

Reverse dependencies:

Reverse imports: conting, mvMonitoring, TBSSurvival
Reverse suggests: highfrequency


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