FBMS: Flexible Bayesian Model Selection and Model Averaging
Implements MJMCMC (mode jumping MCMC) described in Hubin and Storvik (2018) <doi:10.1016/j.csda.2018.05.020> and GMJMCMC (genetically modified MJMCMC) described in Hubin et al. (2021) <doi:10.1613/jair.1.13047> algorithms as well as the subsampling counterpart described in Lachmann et al. (2022) <doi:10.1016/j.ijar.2022.08.018> for flexible Bayesian model selection and model averaging.
| Version: |
1.0 |
| Depends: |
R (≥ 3.5.0), fastglm, GenSA, parallel, stats, graphics |
| Imports: |
Rcpp |
| LinkingTo: |
Rcpp |
| Suggests: |
testthat, knitr, rmarkdown, markdown |
| Published: |
2023-12-21 |
| DOI: |
10.32614/CRAN.package.FBMS |
| Author: |
Jon Lachmann [cre, aut],
Aliaksandr Hubin [aut] |
| Maintainer: |
Jon Lachmann <jon at lachmann.nu> |
| License: |
GPL-2 |
| NeedsCompilation: |
yes |
| Materials: |
README |
| CRAN checks: |
FBMS results |
Documentation:
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