Bioconductor/R package iterativeBMA: The Iterative Bayesian Model Averaging (BMA) algorithm. The iterative Bayesian Model Averaging (BMA) algorithm is a variable selection and classification algorithm with an application of classifying 2-class microarray samples, as described in Yeung, Bumgarner and Raftery (Bioinformatics 2005, 21: 2394-2402).

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  1. Fraley, Chris; Percival, Daniel: Model-averaged (\ell_1) regularization using Markov chain Monte Carlo model composition (2015)