R-Package BMS
Bayesian Model Averaging in R
The BMS Package
BMS is a free R package for performing Bayesian Model Averaging within the open-source software R: The tutorials provide some screenshots.
This page refers to the current version BMS 0.3.5.
Install BMS
BMS is available on the CRAN repository and can be easily installed from within R by typing
install.packages("BMS")
Moreover, there are also other ways to install BMS manually, from github, or from this site.
Introduction to BMS
If you know already something about BMA but not about R, then you might consider the 'FLS' tutorial.
If you know neither BMA nor R well, then the introductory manual "Bayesian Model Averaging with BMS" could be helpful. You can also access it from within R by typing vignette("bmsmanual")
Moreover, you might consider the other tutorials, as well as the FAQ and the online help files.
About BMS
The R-package BMS is free Bayesian Model Averaging software that is designed according to three objectives:
- Scope: implements a wide range of (customizable) priors and many ways to obtain posterior results.
- Usability: thoroughly tested; documentation and tutorials aim to be brief and understandable.
- Modularity: coded exclusively in R, structured in modules, without dependence on other contributed packages. This feature aims to provide building blocks for custom projects.
BMS (short for 'Bayesian Model Sampling') was created by Martin Feldkircher and Stefan Zeugner, reinforced by Paul Hofmarcher. In case of questions, please feel free to contact us.
The current version of BMS is released under the BSD-3 license. This basically means that you are free to use, distribute and modify the package.
Still, it would be kind if you cite us.