Bayesian Model Averaging in R
The BMS Package
BMS may be easily installed from inside R, as it is is available via the CRAN repository.
As an alternative to R, the basic functionality of BMS may be harnessed from within Matlab via BMS toolbox for Matlab.
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.
Moreover, you might consider the other tutorials, as well as the FAQ and the online help files.
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.