Bayesian Model Averaging and Stochastic Search using Bayesian Adaptive Sampling

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

UNIX package (BAS-0.91.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)

See the CHANGELOG for updates.

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 "Bayesian Adaptive Sampling for Model Uncertainty and Variable Selection" by Clyde, M., Ghosh, J. and Littman, M. to appear in Journal of Computational and Graphical Statistics.

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 6/7/2010