Science Score: 26.0%
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Low similarity (8.4%) to scientific vocabulary
Repository
mombf package
Basic Info
- Host: GitHub
- Owner: davidrusi
- License: gpl-2.0
- Language: C++
- Default Branch: master
- Size: 2 MB
Statistics
- Stars: 7
- Watchers: 1
- Forks: 3
- Open Issues: 6
- Releases: 0
Metadata Files
README.md
mombf
Model Selection with Bayesian Methods and Information Criteria
Installation
``` r
Install mombf from CRAN
install.packages("mombf")
from GitHub:
install.packages("devtools")
devtools::install_github("davidrusi/mombf") ```
Quick start
The main Bayesian model selection (BMS) function is modelSelection. For information criteria
consider bestBIC, bestEBIC, bestAIC, bestIC.
Bayesian model averaging (BMA) is also available for some models,
mainly linear and generalized linear models.
Local variable selection is implemented in localnulltest and localnulltest_fda.
Details are in mombf's vignette,
here we illustrate quickly how to get posterior model probabilities,
marginal posterior inclusion probabilities, BMA point estimates and posterior
intervals for the regression coefficients and predicted outcomes.
```r library(mombf) set.seed(1234) x <- matrix(rnorm(1003),nrow=100,ncol=3) theta <- matrix(c(1,1,0),ncol=1) y <- x %% theta + rnorm(100)
priorCoef <- momprior(tau=0.348) # Default MOM prior on parameters priorDelta <- modelbbprior(1,1) # Beta-Binomial prior for model space fit1 <- modelSelection(y ~ x[,1]+x[,2]+x[,3], priorCoef=priorCoef, priorDelta=priorDelta)
Output
Enumerating models...
Computing posterior probabilities................ Done.
```
from here, we can also get the posterior model probabilities:
```r postProb(fit1)
Output
modelid family pp
7 2,3 normal 9.854873e-01
8 2,3,4 normal 7.597369e-03
15 1,2,3 normal 6.771575e-03
16 1,2,3,4 normal 1.437990e-04
3 3 normal 3.240602e-17
5 2 normal 7.292230e-18
4 3,4 normal 2.150174e-19
11 1,3 normal 9.892869e-20
6 2,4 normal 5.615517e-20
13 1,2 normal 2.226164e-20
12 1,3,4 normal 1.477780e-21
14 1,2,4 normal 3.859388e-22
1 normal 2.409908e-25
2 4 normal 1.300748e-27
9 1 normal 2.757778e-28
10 1,4 normal 3.971521e-30
```
also the BMA estimates, 95% intervals, marginal posterior probability
```r coef(fit1)
Output
estimate 2.5% 97.5% margpp
(Intercept) 0.007230966 -0.02624289 0.04085951 0.006915374
x[, 1] 1.134700387 0.93487948 1.33599873 1.000000000
x[, 2] 1.135810652 0.94075622 1.33621298 1.000000000
x[, 3] 0.000263446 0.00000000 0.00000000 0.007741168
phi 1.100749637 0.83969879 1.44198567 1.000000000
```
and BMA predictions for y, 95% intervals
```r ypred <- predict(fit1) head(ypred)
Output
mean 2.5% 97.5%
1 -0.8936883 -1.1165154 -0.67003262
2 -0.2162846 -0.3509188 -0.08331286
3 1.3152329 1.0673711 1.56348261
4 -3.2299241 -3.6826696 -2.77728625
5 -0.4431820 -0.6501280 -0.23919345
6 0.7727824 0.6348189 0.90977798
cor(y, ypred[,1])
Output
[,1]
[1,] 0.8468436
```
Bug report
Please submit bug reports to the issue tracker.
Owner
- Login: davidrusi
- Kind: user
- Repositories: 1
- Profile: https://github.com/davidrusi
GitHub Events
Total
- Push event: 10
Last Year
- Push event: 10
Committers
Last synced: over 2 years ago
Top Committers
| Name | Commits | |
|---|---|---|
| drossell | d****l@e****b | 228 |
| proebuck | p****k@e****b | 178 |
| davidrusi | r****d@g****m | 82 |
| oriolabril | o****l@e****b | 20 |
| Oriol Abril | o****a@g****m | 9 |
| Miquel Torrens | m****l@M****l | 4 |
| mtorrens | m****s@b****u | 3 |
| Christoph Semken | d****v@c****u | 1 |
| csemken | 3****n | 1 |
Committer Domains (Top 20 + Academic)
Issues and Pull Requests
Last synced: 12 months ago
All Time
- Total issues: 6
- Total pull requests: 27
- Average time to close issues: 14 days
- Average time to close pull requests: about 1 month
- Total issue authors: 4
- Total pull request authors: 4
- Average comments per issue: 0.33
- Average comments per pull request: 0.26
- Merged pull requests: 26
- Bot issues: 0
- Bot pull requests: 0
Past Year
- Issues: 0
- Pull requests: 0
- Average time to close issues: N/A
- Average time to close pull requests: N/A
- Issue authors: 0
- Pull request authors: 0
- Average comments per issue: 0
- Average comments per pull request: 0
- Merged pull requests: 0
- Bot issues: 0
- Bot pull requests: 0
Top Authors
Issue Authors
- OriolAbril (3)
- Sherlock-YH-Tang (1)
- michaelquinn32 (1)
- wdkrnls (1)
Pull Request Authors
- OriolAbril (20)
- mtorrens (3)
- csemken (2)
- michaelquinn32 (1)
Top Labels
Issue Labels
Pull Request Labels
Packages
- Total packages: 1
-
Total downloads:
- cran 1,141 last-month
- Total docker downloads: 21,777
- Total dependent packages: 1
- Total dependent repositories: 1
- Total versions: 53
- Total maintainers: 1
cran.r-project.org: mombf
Model Selection with Bayesian Methods and Information Criteria
- Homepage: https://github.com/davidrusi/mombf
- Documentation: http://cran.r-project.org/web/packages/mombf/mombf.pdf
- License: GPL-2 | GPL-3 | file LICENSE [expanded from: GPL (≥ 2) | file LICENSE]
-
Latest release: 3.5.4
published over 2 years ago
Rankings
Maintainers (1)
Dependencies
- R >= 2.14.0 depends
- methods * depends
- mgcv * depends
- mvtnorm * depends
- ncvreg * depends
- Rcpp >= 0.12.16 imports
- glmnet * imports
- mclust * imports
- pracma * imports
- sgd * imports
- survival * imports
- parallel * suggests
- patrick * suggests
- testthat * suggests