Bayesian Model Averaging and Stochastic Search using Bayesian Adaptive Sampling (Version 0.91) 9/9/2010
After loading the library in R, explore the two demos:
See the CHANGELOG for updates.
Additional information is available in the manual or thru the online help. help(bas)
The sampling method behind BAS is described in the 2009 DSS technical report "Bayesian Adaptive Sampling for Model Uncertainty and Variable Selection" by Clyde, M., Ghosh, J. and Littman, M. to appear in Journal of Computational and Graphical Statistics.
Details about the prior distributions implemented in BAS are in the Mixtures of g-priors for Bayesian Variable Selection by Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger, J.O. (2008) Journal of the American Statistical Association. 103:410-423.