Bayesian Model Averabing and Stochastic Search using Bayesian Adaptive Sampling

Bayesian Model Averaging and Stochastic Search using Bayesian Adaptive Sampling (Version 0.3)

UNIX package (BAS-0.3.tar.gz) To install in a directory called Rpackages (for example), at a UNIX prompt enter: 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 Documentation BAS-manual.pdf

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

R> demo(BAS.hald)

R> demo(BAS.USCrime)

Version 0.2 adds an optional argument "modelprior" that allows a beta-binomial prior distribution on the model size in addition to the default uniform distribution on models.

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

The sampling method behind BAS is described in the 2009 DSS technical report.

Details about the prior distributions implemented in BAS are in the "Mixtures of g-priors" paper which was published as Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger, J.O. (2008) Mixtures of $g$-priors for Bayesian Variable Selection. 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 6/24/2009