Initial CRAN release.
glmIBGS(), coxIBGS(), lmeIBGS()) and matching plain block Gibbs samplers
(glmGibbs(), coxGibbs(), lmeGibbs()) for ultrahigh-dimensional problems.AIC, BIC, AICc or extended BIC (exBIC).start = c("null", "full") sets the initial model of the Gibbs chain(s); the
default "null" starts from the empty model and grows, avoiding the
ill-conditioned full-model start.permute = TRUE (the default) draws a fresh random coordinate permutation
(Fisher–Yates) each Gibbs sweep, so every coordinate is updated exactly once per
sweep; permute = FALSE restores a fixed in-order sweep.glmGibbs()/glmIBGS() accept an opt-in fast = TRUE for the binomial/poisson
families, scoring each single-coordinate proposal with one warm-started IRLS step
and re-fitting only accepted models to full convergence (reported criteria and
coefficients stay exact).n.cores) and an optional
near-collinearity guard (cor.check).n.models models, summarized in C so the returned
object stays compact even for thousands of predictors.predict(), fitted() and coef() average over the retained models with
smooth-SIC (BMA-style) weights, on the link or response scale; a single retained
model can be selected with average = FALSE. Conditional prediction with
random-effect BLUPs is available for lme fits.print() and summary() for the fit, with selected-variable and top-model
tables and a convergence-diagnostics block.plot() dispatches to the diagnostics, also exported individually:
plotICtrace() (criterion trace), plotMargProb() (marginal inclusion
probabilities as a dot-and-whisker plot), plotModelFreq() (top-model visit
frequencies), plotGelman() and plotAutocorr(). plotMargProb() and
plotModelFreq() accept horizontal = TRUE for a horizontal layout.