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BASS: An R Package for Fitting and Performing Sensitivity Analysis of Bayesian Adaptive Spline Surfaces
- Source :
- Journal of Statistical Software, Vol 94, Iss 1, Pp 1-36 (2020), Journal of Statistical Software; Vol 94 (2020); 1-36
- Publication Year :
- 2020
- Publisher :
- Foundation for Open Access Statistics, 2020.
-
Abstract
- We present the R package BASS as a tool for nonparametric regression. The primary focus of the package is fitting fully Bayesian adaptive spline surface (BASS) models and performing global sensitivity analyses of these models. The BASS framework is similar to that of Bayesian multivariate adaptive regression splines (BMARS) from Denison, Mallick, and Smith (1998), but with many added features. The software is built to efficiently handle significant amounts of data with many continuous or categorical predictors and with functional response. Under our Bayesian framework, most priors are automatic but these can be modified by the user to focus on parsimony and the avoidance of overfitting. If directed to do so, the software uses parallel tempering to improve the reversible jump Markov chain Monte Carlo (RJMCMC) methods used to perform inference. We discuss the implementation of these features and present the performance of BASS in a number of analyses of simulated and real data.
- Subjects :
- Statistics and Probability
Multivariate adaptive regression splines
Computer science
Bayesian probability
Statistics
Functional data analysis
splines
functional data analysis
sensitivity analysis
nonparametric regression
Overfitting
Reversible-jump Markov chain Monte Carlo
01 natural sciences
Nonparametric regression
HA1-4737
010104 statistics & probability
Prior probability
Parallel tempering
0101 mathematics
Statistics, Probability and Uncertainty
Algorithm
Software
Subjects
Details
- Language :
- English
- ISSN :
- 15487660
- Volume :
- 94
- Issue :
- 1
- Database :
- OpenAIRE
- Journal :
- Journal of Statistical Software
- Accession number :
- edsair.doi.dedup.....873c6fbc0aa8bbe8ece3bba24be3c883