Package: rmsBMA 0.1.2

rmsBMA: Reduced Model Space Bayesian Model Averaging

Implements Bayesian model averaging for settings with many candidate regressors relative to the available sample size, including cases where the number of regressors exceeds the number of observations. By restricting attention to models with at most M regressors, the package supports reduced model space inference, thereby preserving degrees of freedom for estimation. It provides posterior summaries, Extreme Bounds Analysis, model selection procedures, joint inclusion measures, and graphical tools for exploring model probabilities, model size distributions, and coefficient distributions. The methodological approach follows Doppelhofer and Weeks (2009) <doi:10.1002/jae.1046>.

Authors:Krzysztof Beck [aut, cre]

rmsBMA_0.1.2.tar.gz
rmsBMA_0.1.2.zip(r-4.7-any)rmsBMA_0.1.2.zip(r-4.6-any)rmsBMA_0.1.2.zip(r-4.5-any)
rmsBMA_0.1.2.tgz(r-4.6-any)rmsBMA_0.1.2.tgz(r-4.5-any)
rmsBMA_0.1.2.tar.gz(r-4.7-any)rmsBMA_0.1.2.tar.gz(r-4.6-any)
rmsBMA_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
rmsBMA/json (API)

# Install 'rmsBMA' in R:

install.packages('rmsBMA', repos = c('https://becku182.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

migration_panel - Determinants of International Migration in the European Union
modelSpace - Model space for the Trade_data_small dataset
Trade_data - Determinants of International Trade in the European Union
Trade_data_small - Determinants of International Trade in the European Union

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 443 downloads 22 exports 76 dependencies

Last updated from:6a13891a40. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	176
source / vignettes	OK	264
linux-release-x86_64	OK	172
macos-release-arm64	OK	164
macos-oldrel-arm64	OK	216
windows-devel	OK	98
windows-release	OK	102
windows-oldrel	OK	129
wasm-release	OK	135

Exports:best_models bma coef_hist data_prep data_preparation eba fast_ols fast_ols_const fast_ols_HC g_regression g_regression_fast g_regression_fast_const g_regression_fast_HC group_dilution jointness model_pmp model_sizes model_space ols plus_pmp_from_pmp posterior_dens posterior_sign_certainty

Dependencies:abind backports boot broom car carData cli colorspace corrplot cowplot cpp11 Deriv doBy dplyr farver forecast Formula fracdiff generics ggplot2 ggpubr ggrepel ggsci ggsignif glue gridExtra gtable isoband labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels mgcv minqa modelr nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig polynom purrr quantreg R6 rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas rlang rstatix S7 scales SparseM stringi stringr survival tibble tidyr tidyselect timeDate urca utf8 vctrs viridisLite withr zoo

rmsBMA: Reduced Model Space Bayesian Model Averaging

Rendered fromrmsBMA.Rmdusingknitr::rmarkdown

Last update: 2026-03-11
Started: 2026-03-11

Help page	Topics
Table with the best models according to one of the posterior criteria	best_models
Calculation of the bma objects	bma
Graphs of the distribution of the coefficients over the model space	coef_hist
Extracting coefficients from g_regression and fast_ols function	coef_to_full
Introduction of time and section fixed effects and data standardization.	data_prep
Fixed-effects demeaning and data standardization	data_preparation
Extreme bounds analysis summaries from a Bayesian model space	eba
OLS calculation with additional objects	fast_ols
OLS calculation with additional objects for model with just a constant.	fast_ols_const
OLS calculation with heteroscedasticity consistent covariance matrix (MacKinnon & White 1985).	fast_ols_HC
Regression with g prior	g_regression
Fast regression with g prior	g_regression_fast
Fast regression with g prior for a model with just a constant	g_regression_fast_const
Fast regression with g prior and with heteroscedasticity consistent covariance matrix (MacKinnon & White 1985).	g_regression_fast_HC
Compute group-based dilution factors for a model space	group_dilution
Calculation of of the jointness measures	jointness
Determinants of International Migration in the European Union	migration_panel
Matrix reflecting model space	model_matrix
Graphs of the prior and posterior model probabilities for the best individual models	model_pmp
Graphs of the prior and posterior model probabilities of the model sizes	model_sizes
Calculation of the model space	model_space
Model space for the Trade_data_small dataset	modelSpace
OLS calculation with additional objects	ols
Posterior probability of a positive coefficient sign (P(+))	plus_pmp_from_pmp
Graphs of the posterior densities of the coefficients	posterior_dens
Posterior sign certainty probability	posterior_sign_certainty
Regressors choice based on the inclusion vector	subset_design
Determinants of International Trade in the European Union	Trade_data
Determinants of International Trade in the European Union	Trade_data_small

Package: rmsBMA 0.1.2

rmsBMA: Reduced Model Space Bayesian Model Averaging

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