BayesVarSel: Bayes Factors, Model Choice And Variable Selection In Linear Models. Conceived to calculate Bayes factors in linear models and then to provide a formal Bayesian answer to testing and variable selection problems. From a theoretical side, the emphasis in the package is placed on the prior distributions and BayesVarSel allows using a wide range of them: Jeffreys-Zellner-Siow (Jeffreys, 1961; Zellner and Siow, 1980,1984) Zellner (1986); Fernandez et al. (2001), Liang et al. (2008) and Bayarri et al. (2012). The interaction with the package is through a friendly interface that syntactically mimics the well-known lm command of R. The resulting objects can be easily explored providing the user very valuable information (like marginal, joint and conditional inclusion probabilities of potential variables; the highest posterior probability model, HPM; the median probability model, MPM) about the structure of the true -data generating- model. Additionally, BayesVarSel incorporates abilities to handle problems with a large number of potential explanatory variables through parallel and heuristic versions (Garcia-Donato and Martinez-Beneito 2013) of the main commands.
Keywords for this software
References in zbMATH (referenced in 5 articles )
Showing results 1 to 5 of 5.
- Castellanos, María Eugenia; García-Donato, Gonzalo; Cabras, Stefano: A model selection approach for variable selection with censored data (2021)
- Mulder, J., Williams, D. R., Gu, X., Tomarken, A., Böing-Messing, F., Olsson-Collentine, A., Meijerink-Bosman, M., Menke, J., van Aert, R., Fox, J.-P., Hoijtink, H., Rosseel, Y., Wagenmakers, E.-J., van Lissa, C.: BFpack: Flexible Bayes Factor Testing of Scientific Theories in R (2021) not zbMATH
- Armero, Carmen; Cabras, Stefano; Castellanos, María Eugenia; Quirós, Alicia: Two-stage Bayesian approach for GWAS with known genealogy (2019)
- Gonzalo Garcia-Donato, Anabel Forte: BayesVarSel: Bayesian Testing, Variable Selection and model averaging in Linear Models using R (2016) arXiv
- García-Donato, G.; Martínez-Beneito, M. A.: On sampling strategies in Bayesian variable selection problems with large model spaces (2013)