Bayesian Model Averaging and Stochastic Search using Bayesian Adaptive
Sampling (Version 0.91) 9/9/2010
-
- UNIX package
(BAS-1.0.9.tar.gz) To install
in a default location
(for example), at a UNIX prompt enter:
R CMD INSTALL BAS.tar.gz
or to install in a local directory called Rpackages
R CMD INSTALL BAS.tar.gz -l Rpackages
In R load the library, library(BAS,
lib.loc="Rpackages")
- Windows or MAC please download from CRAN for stable
version
- Version 1.0.9 Windows binary package
- Version 1.0.9 MAC binary package for Mavericks
- Documentation BAS-manual.pdf
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