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.