BASS: An R Package for Fitting and Performing Sensitivity Analysis of Bayesian Adaptive Spline Surfaces

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.

Keywords

• splines
• functional data analysis
• sensitivity analysis
• nonparametric regression