BMS swMATH ID: 24117 Software Authors: Stefan Zeugner; Martin Feldkircher Description: R package BMS: Bayesian Model Averaging Library. Bayesian model averaging for linear models with a wide choice of (customizable) priors. Built-in priors include coefficient priors (fixed, flexible and hyper-g priors), 5 kinds of model priors, moreover model sampling by enumeration or various MCMC approaches. Post-processing functions allow for inferring posterior inclusion and model probabilities, various moments, coefficient and predictive densities. Plotting functions available for posterior model size, MCMC convergence, predictive and coefficient densities, best models representation, BMA comparison. Homepage: https://cran.r-project.org/web/packages/BMS/index.html Source Code: https://github.com/cran/BMS Dependencies: R Keywords: hyper-g prior; binomial-beta prior; empirical Bayes; customized prior inclusion probabilities; BMS; R package; Journal of Statistical Software Related Software: R; BMA; BAS; gretl; spikeSlabGAM; johansensmall; multiplot; ParMA; mombf; DPB; rjmcmc; BayesVarSel; ArviZ; bayestestR; BayesPostEst; bnlearn; ggplot2; Stan; Python; bayesvl Cited in: 2 Publications Standard Articles 1 Publication describing the Software Year Cited by 3 Authors 1 Glocker, Christian 1 Man, Georg 1 Piribauer, Philipp Cited in 2 Serials 1 Economics Letters 1 Journal of Applied Statistics Cited in 3 Fields 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Statistics (62-XX) 1 Biology and other natural sciences (92-XX) Citations by Year