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BMS toolbox for Matlab: Bayesian Model Averaging (BMA) 1.0
File ID: 80923

BMS toolbox for Matlab: Bayesian Model Averaging (BMA) 1.0
Download BMS toolbox for Matlab: Bayesian Model Averaging (BMA) 1.0http://www.mathworks.comReport Error Link
License: Shareware
File Size: 61.4 KB
Downloads: 34
Submit Rating:
BMS toolbox for Matlab: Bayesian Model Averaging (BMA) 1.0 Description
Description: Bayesian Model Averaging for linear models under Zellner's g prior. Options include: fixed (BRIC, UIP, ...) and flexible g priors (Empirical Bayes, hyper-g), 5 kinds of model prior concepts, and model sampling via model enumeration or MCMC samplers (Metropolis-Hastings plain or reversible jump). Post-processing allows for inference according to different concepts (likelihood vs MCMC-based) and for plotting (posterior model size and coefficient densities, best models, model convergence, BMA comparison).

Needs the R D-COM interface or RAndFriends installed.

Works for Matlab 6.5 and later

For more details see:

License: Shareware

Related: mcmcbased, Plotting, posterior, coefficient, likelihood, Postprocessing, inference

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 61.4 KB

Downloads: 34

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