Bayesian Model Averaging and Stochastic Search using Bayesian Adaptive Sampling (Version 0.91) 9/9/2010

 

After loading the library in R, explore the two demos:

R> demo(BAS.hald)

R> demo(BAS.USCrime)

Additional information is available in the manual or thru the online help. help(bas)

The sampling method behind BAS is described in the 2010 article by Clyde, M. Ghosh, J. and Littman, M. Bayesian Adaptive Sampling for Variable Selection and Model in Averaging in the Journal of Computational Graphics and Statistics. 20:80-101

Details about the prior distributions implemented in BAS are in the Mixtures of g-priors for Bayesian Variable Selection by Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger, J.O. (2008) Journal of the American Statistical Association. 103:410-423.


This material is based upon work supported by the National Science Foundation under Grants DMS-9733013, DMS-0422400 and AST-0507481. Any opinions, findings, and conclusions or recommendations expressed in this material are those of the author(s) and do not necessarily reflect the views of the National Science Foundation.
Updated 10/30/2015