BVCM
BVCM |
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BVCM is a software tool for Bayesian Varying-Coefficient Models, i.e. a Bayesian approach for the varying-coefficient model (VCM) of Hastie and Tibshirani (1993). The software fitting the BVCM is implemented in C++ under Windows 95 and Windows NT 4.0 and uses Markov chain Monte Carlo (MCMC) methods. Additional software for presenting the results of the MCMC algorithm is implemented both in C++ and in S-Plus (under Windows 95 and Windows NT 4.0). A brief overview of the definition of the BVCM and the used MCMC methods is given in the manual in section 2. The implemented software tools are described in section 3, while section 4 shows some examples for the application of the software.
Biller, C. & Fahrmeir, L. (2002). Bayesian Varying-coefficient Models using Adaptive Regression Splines. Statistical Modelling, 11, 1-17.
An older version is available as Discussion Paper 206. Sonderforschungsbereich 386. Ludwig-Maximilians-Universiät München.
Before downloading the program, please read the Licensing agreement !
You may download single files separatly form the table below or all files including the manual as compressed zip-file:
Single files:
| Executables | Programm | Description |
|---|---|---|
| BVCM.EXE | to fit the BVCM | |
| BVCMEST.EXE | to calculate the median, quantiles and functionals of the parameters | |
| BVCMCOR.EXE | to calculate the autocorrelations of the parameters | |
| BVCMDIM.EXE | to calculate cumulative occupancy fractions of the model indicators | |
| Splus-Code | Function | Description |
| BVCM.TXT | to plot the estimates of the splines and the random effects | |
| BVCMDIM.TXT | to plot details of the sample of the model indicators | |
| BVCMDIMP.TXT | as BVCMDIM.TXT, but additionally plot cumulative occupancy fractions | |
| BVCMCOR.TXT | to plot the samples and the autocorrelations | |
| Additionals | File | Description |
| INPUT.DAT | specification of parameters of the algorithm | |
| VETERANS.DAT | Veterans Administration Data | |
| VETERANS.VAR | variable names of the Veterans Data |
The manual is available in Postscript-Format: MANUAL FOR BVCM.
The author of this software grant to any individual or non-commercial organization the right to use and to make an unlimited number of copies of this software. Usage by commercial entities requires a license from the authors. You may not decompile, disassamble, reverse engineer, or modify the software. This includes, but is not limited to modifying/changing any icons, menues, or displays associated with the software. This software cannot be sold without written authorization from the authors. This restriction is not intended to apply for connect time charges, or at rate connection/download fees for electronic bulletin board services. The authors of this program accept no responsibility for damages resulting from the use of this software and make no warranty on representation, either express or implied, including but not limited to, any implied warranty of merchantability or fitness for a particular purpose. This software is provided as is, and you, its user, assume all risks when using it. BVCM is available from the author.