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>.

Version:	0.1.2
Depends:	R (≥ 3.5.0)
Imports:	ggplot2, ggpubr, grid, gridExtra, Matrix, stats, tidyr, utils
Suggests:	testthat (≥ 3.0.0), knitr, rmarkdown
Published:	2026-03-14
DOI:	10.32614/CRAN.package.rmsBMA
Author:	Krzysztof Beck [aut, cre]
Maintainer:	Krzysztof Beck <beckkrzysztof at gmail.com>
License:	MIT + file LICENSE
NeedsCompilation:	no
Language:	en-US
CRAN checks:	rmsBMA results

Documentation:

Reference manual:	rmsBMA.html , rmsBMA.pdf
Vignettes:	rmsBMA: Reduced Model Space Bayesian Model Averaging (source, R code)

Downloads:

Package source:	rmsBMA_0.1.2.tar.gz
Windows binaries:	r-devel: rmsBMA_0.1.1.zip, r-release: not available, r-oldrel: rmsBMA_0.1.1.zip
macOS binaries:	r-release (arm64): rmsBMA_0.1.1.tgz, r-oldrel (arm64): rmsBMA_0.1.2.tgz, r-release (x86_64): rmsBMA_0.1.1.tgz, r-oldrel (x86_64): rmsBMA_0.1.1.tgz
Old sources:	rmsBMA archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=rmsBMA to link to this page.