Package: PEPBVS
Type: Package
Title: Bayesian Variable Selection using Power-Expected-Posterior Prior
Version: 2.2
Date: 2025-09-29
Authors@R: c(person("Konstantina", "Charmpi", email="xarmpi.kon@gmail.com",
	   		       role=c("aut","cre")),
           person("Dimitris", "Fouskakis", email="fouskakis@math.ntua.gr", role="aut"),
	     person("Ioannis", "Ntzoufras", email="ntzoufras@aueb.gr", role="aut"))
Maintainer: Konstantina Charmpi <xarmpi.kon@gmail.com>
Description: Performs Bayesian variable selection under normal linear
          models for the data with the model parameters following as prior distributions either 
          the power-expected-posterior (PEP) or the intrinsic (a special case of the former)
          (Fouskakis and Ntzoufras (2022) <doi: 10.1214/21-BA1288>,
          Fouskakis and Ntzoufras (2020) <doi: 10.3390/econometrics8020017>).          
          The prior distribution on model space is the uniform over all models
          or the uniform on model dimension (a special case of the beta-binomial prior). 
          The selection is performed by either implementing a full enumeration 
          and evaluation of all possible models or using the Markov Chain 
          Monte Carlo Model Composition (MC3) algorithm (Madigan and York (1995) <doi: 10.2307/1403615>). 
          Complementary functions for hypothesis testing, estimation and 
          predictions under Bayesian model averaging, as well as, plotting and 
          printing the results are also provided. The results can be compared to the
          ones obtained under other well-known priors on model parameters and model spaces.
License: GPL (>= 2)
Imports: BAS, BayesVarSel, Matrix, mcmcse, mvtnorm, Rcpp (>= 1.0.9)
LinkingTo: Rcpp, RcppArmadillo, RcppGSL
SystemRequirements: GNU GSL
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 2.10)
NeedsCompilation: yes
Packaged: 2025-09-29 08:53:42 UTC; xarmp
Author: Konstantina Charmpi [aut, cre],
  Dimitris Fouskakis [aut],
  Ioannis Ntzoufras [aut]
Repository: CRAN
Date/Publication: 2025-09-29 19:30:07 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-26 14:26:44 UTC; unix
Archs: PEPBVS.so.dSYM
