R-Package BMS

Bayesian Model Averaging in R

The BMS Package

BMS is a free R package in order to perform Bayesian Model Averaging within the open-source software R: The tutorials provide some screenshots.

Download BMS

BMS is available via the CRAN repository - it may be easily installed from inside R.
Alternatively, the BMS Download page provides package binaries, latest builds, and solutions in case installation fails.

Introduction to BMS

If you know already something about BMA but not about R, then you might find the following tutorial helpful: Reproduce results from Fernández, Ley and Steel (2001).

If you know neither BMA nor R well, then the introductory manual "Bayesian Model Averaging with BMS" might be helpful.

Moreover, you might consider the other tutorials, as well as the FAQ and the online BMS package help files.

About BMS

BMS is free R-package software that allows to perform Bayesian Model Averaging according to three objectives:

• Scope: Its functions allow to play around with a wide range of priors and aim provide many ways to obtain posterior results.
• Usability: The BMS functions are thoroughly tested to keep them as bug-free as possible; documentation and tutorials aim to be brief and understandable.
• Accessibility: The functions are written exclusively in R, structured in modules, and do not depend on other contributed packages - which, inter alia, avoids problems when running BMS on machines (servers) with restricted user rights

BMS (short for 'Bayesian Model Sampling') was created by Martin Feldkircher and Stefan Zeugner. In case of questions, please feel free to contact us.

The current version of BMS is released under the Artistic 2.0 License. This basically means that you are free to use, distribute and modify the package.
Still, it would be kind if you cite us.