bas_lm.R

normalize.initprobs.lm <- function(initprobs, p) {
  if (length(initprobs) != p) {
    stop(paste(
      "length of initprobs is", length(initprobs),
      "is not same as dimensions of X", p
    ))
  }

  if (initprobs[1] < 1.0 | initprobs[1] > 1.0) initprobs[1] <- 1.0
  # intercept is always included otherwise we get a segmentation
  # fault (relax later)
  prob <- as.numeric(initprobs)
  prob[initprobs < 0.0] = 0.0
  prob[initprobs > 1.0] = 1.0

  #    if (!is.null(lm.obj)) {
  #        pval = summary(lm.obj)$coefficients[,4]
  #        if (any(is.na(pval))) {
  #            print(paste("warning full model is rank deficient."))
  #        }}
  #
  return(prob)
}

normalize.modelprior <- function(modelprior, p) {
  if (modelprior$family == "Bernoulli") {
    if (length(modelprior$hyper.parameters) == 1) {
      modelprior$hyper.parameters <- c(1, rep(modelprior$hyper.parameters, p - 1))
    }
    if (length(modelprior$hyper.parameters) == (p - 1)) {
      modelprior$hyper.parameters <- c(1,
                                       modelprior$hyper.parameters)
    }
    if (length(modelprior$hyper.parameters) != p) {
      stop(" Number of probabilities in Bernoulli family is not equal to the number of variables or 1")
    }
  }
  return(modelprior)
}

normalize.n.models <- function(n.models, p, initprobs, method, bigmem) {

  if (is.null(n.models)) {
    p = max(30, p)
    n.models <- 2^(p - 1)
  }
  if (n.models > 2^(p - 1)) n.models <- 2^(p - 1)
  deg <- sum(initprobs >= 1) + sum(initprobs <= 0)
  if (deg > 1 & n.models == 2^(p - 1)) {
    n.models <- 2^(p - deg)
  }

  if (n.models > 2^25 && !bigmem && !(method == "MCMC")) {
    stop(paste0("Number of requested models to sample is ",
               n.models,
               "; rerun with bigmem=TRUE or using method='MCMC'"
               ))
  }
  return(n.models)
}


is.solaris<-function() {
  grepl('SunOS',Sys.info()['sysname'])
}

#' Bayesian Adaptive Sampling for Bayesian Model Averaging and Variable Selection in
#' Linear Models
#'
#' Sample without replacement from a posterior distribution on models
#'
#' BAS provides several algorithms to sample from posterior distributions
#' of models for
#' use in Bayesian Model Averaging or Bayesian variable selection. For p less than
#' 20-25, BAS can enumerate all models depending on memory availability.  As BAS saves all
#' models, MLEs, standard errors, log marginal likelihoods, prior and posterior and  probabilities
#' memory requirements grow linearly with M*p where M is the number of models
#' and p is the number of predictors.  For example, enumeration with p=21 with 2,097,152 takes just under
#' 2 Gigabytes on a 64 bit machine to store all summaries that would be needed for model averaging.
#' (A future version will likely include an option to not store all summaries if
#' users do not plan on using  model averaging or model selection on Best Predictive models.)
#' For larger p, BAS samples without replacement using random or deterministic
#' sampling. The Bayesian Adaptive Sampling algorithm of Clyde, Ghosh, Littman
#' (2010) samples models without replacement using the initial sampling
#' probabilities, and will optionally update the sampling probabilities every
#' "update" models using the estimated marginal inclusion probabilities. BAS
#' uses different methods to obtain the \code{initprobs}, which may impact the
#' results in high-dimensional problems. The deterministic sampler provides a
#' list of the top models in order of an approximation of independence using
#' the provided \code{initprobs}.  This may be effective after running the
#' other algorithms to identify high probability models and works well if the
#' correlations of variables are small to modest.
#' We recommend "MCMC" for
#' problems where enumeration is not feasible (memory or time constrained)
#' or even modest p if the number of
#' models sampled is not close to the number of possible models and/or there are significant
#' correlations among the predictors as the bias in estimates of inclusion
#' probabilities from "BAS" or "MCMC+BAS" may be large relative to the reduced
#' variability from using the normalized model probabilities as shown in Clyde and Ghosh, 2012.
#' Diagnostic plots with MCMC can be used to assess convergence.
#' For large problems we recommend thinning with MCMC to reduce memory requirements.
#' The priors on coefficients
#' include Zellner's g-prior, the Hyper-g prior (Liang et al 2008, the
#' Zellner-Siow Cauchy prior, Empirical Bayes (local and global) g-priors.  AIC
#' and BIC are also included, while a range of priors on the model space are available.
#'
#' @aliases bas bas.lm
#' @param formula linear model formula for the full model with all predictors,
#' Y ~ X.  All code assumes that an intercept will be included in each model
#' and that the X's will be centered.
#' @param data a data frame.  Factors will be converted to numerical vectors based on
#' the using `model.matrix`.
#' @param subset an optional vector specifying a subset of observations to be
#' used in the fitting process.
#' @param weights an optional vector of weights to be used in the fitting
#' process. Should be NULL or a numeric vector. If non-NULL, Bayes estimates
#' are obtained assuming that Y ~ N(Xb, sigma^2 diag(1/weights)).
#' @param contrasts an optional list. See the contrasts.arg of `model.matrix.default()`.
#' @param na.action a function which indicates what should happen when the data
#' contain NAs. The default is "na.omit".
#' @param n.models number of models to sample either without replacement
#' (method="BAS" or "MCMC+BAS") or with replacement (method="MCMC"). If NULL,
#' BAS with method="BAS" will try to enumerate all 2^p models. If enumeration
#' is not possible (memory or time) then a value should be supplied which
#' controls the number of sampled models using 'n.models'.  With method="MCMC",
#' sampling will stop once the min(n.models, MCMC.iterations) occurs so
#' MCMC.iterations be significantly larger than n.models in order to explore the model space.
#' On exit for method= "MCMC" this is the number of unique models that have
#' been sampled with counts stored in the output as "freq".
#' @param prior prior distribution for regression coefficients.  Choices
#' include
#' \itemize{
#' \item "AIC"
#' \item "BIC"
#' \item "g-prior", Zellner's g prior where `g` is specified using the argument `alpha`
#' \item "JZS"  Jeffreys-Zellner-Siow prior which uses the Jeffreys
#' prior on sigma and the Zellner-Siow Cauchy prior on the coefficients.
#' The optional parameter `alpha` can be used to control
#' the squared scale of the prior, where the default is alpha=1. Setting
#' `alpha` is equal to rscale^2 in the BayesFactor package of Morey.
#' This uses QUADMATH for numerical integration of g.
#' \item  "ZS-null", a Laplace approximation to the 'JZS' prior
#' for integration of g.  alpha = 1 only. We recommend
#' using 'JZS' for accuracy and compatibility
#' with the BayesFactor package, although it is
#' slower.
#' \item "ZS-full" (to be deprecated)
#' \item "hyper-g", a mixture of g-priors where the prior on
#' g/(1+g) is a Beta(1, alpha/2) as in Liang et al (2008).  This
#' uses the Cephes library for evaluation of the marginal
#' likelihoods and may be numerically unstable for
#' large n or R2 close to 1.  Default choice of alpha is 3.
#' \item "hyper-g-laplace", Same as above but using a Laplace
#' approximation to integrate over the prior on g.
#' \item "hyper-g-n", a mixture of g-priors that where
#' u = g/n and u ~ Beta(1, alpha/2)  to provide consistency
#' when the null model is true.
#' \item "EB-local", use the MLE of g from the marginal likelihood
#' within each model
#' \item "EB-global" uses an EM algorithm to find a common or
#' global estimate of g, averaged over all models.  When it is not possible to
#' enumerate all models, the EM algorithm uses only the
#' models sampled under EB-local.
#' }
#' @param alpha optional hyperparameter in g-prior or hyper g-prior.  For
#' Zellner's g-prior, alpha = g, for the Liang et al hyper-g or hyper-g-n
#' method, recommended choice is alpha are between (2 < alpha < 4), with alpha
#' = 3 the default.  For the Zellner-Siow prior alpha = 1 by default, but can be used
#' to modify the rate parameter in the gamma prior on g,  1/g ~ G(1/2, n*alpha/2) so that
#' beta ~ C(0, sigma^2 alpha (X'X/n)^{-1}).
#' @param modelprior Family of prior distribution on the models.  Choices
#' include \code{\link{uniform}} \code{\link{Bernoulli}} or
#' \code{\link{beta.binomial}}, \code{\link{tr.beta.binomial}},
#' (with truncation) \code{\link{tr.poisson}} (a truncated Poisson), and
#' \code{\link{tr.power.prior}} (a truncated power family),
#'  with the default being a
#' \code{beta.binomial(1,1)}.  Truncated versions are useful for p > n.
#' @param initprobs Vector of length p or a character string specifying which
#' method is used to create the vector. This is used to order variables for
#' sampling all methods for potentially more efficient storage while sampling
#' and provides the initial inclusion probabilities used for sampling without
#' replacement with method="BAS".  Options for the character string giving the
#' method are: "Uniform" or "uniform" where each predictor variable is equally
#' likely to be sampled (equivalent to random sampling without replacement);
#' "eplogp" uses the \code{\link{eplogprob}} function to approximate the Bayes
#' factor from p-values from the full model to find initial marginal inclusion
#' probabilities; "marg-eplogp" uses\code{\link{eplogprob.marg}} function to
#' approximate the Bayes factor from p-values from the full model each simple
#' linear regression.  To run a Markov Chain to provide initial estimates of
#' marginal inclusion probabilities for "BAS", use method="MCMC+BAS" below.
#' While the initprobs are not used in sampling for method="MCMC", this
#' determines the order of the variables in the lookup table and affects memory
#' allocation in large problems where enumeration is not feasible.  For
#' variables that should always be included set the corresponding initprobs to
#' 1, to override the `modelprior` or use `include.always` to force these variables
#' to always be included in the model.
#' @param include.always A formula with terms that should always be included
#' in the model with probability one.  By default this is `~ 1` meaning that the
#' intercept is always included.  This will also override any of the values in `initprobs`
#' above by setting them to 1.
#' @param method A character variable indicating which sampling method to use:
#' \itemize{
#' \item  "deterministic" uses the "top k" algorithm described in Ghosh and Clyde (2011)
#' to sample models in order of approximate probability under conditional independence
#' using the "initprobs".  This is the most efficient algorithm for enumeration.
#' \item  "BAS" uses Bayesian Adaptive Sampling (without replacement) using the
#' sampling probabilities given in initprobs under a model of conditional independence.
#' These can be updated based on estimates of the marginal inclusion probabilities.
#' \item  "MCMC" samples with
#' replacement via a MCMC algorithm that combines the birth/death random walk
#' in Hoeting et al (1997) of MC3 with a random swap move to interchange a
#' variable in the model with one currently excluded as described in Clyde,
#' Ghosh and Littman (2010).
#' \item  "MCMC+BAS" runs an initial MCMC to
#' calculate marginal inclusion probabilities and then samples without
#' replacement as in BAS.  For BAS, the sampling probabilities can be updated
#' as more models are sampled. (see update below).
#' }
#' @param update number of iterations between potential updates of the sampling
#' probabilities for method "BAS" or "MCMC+BAS". If NULL do not update, otherwise the
#' algorithm will update using the marginal inclusion probabilities as they
#' change while sampling takes place.  For large model spaces, updating is
#' recommended. If the model space will be enumerated, leave at the default.
#' @param bestmodel optional binary vector representing a model to initialize
#' the sampling. If NULL sampling starts with the null model
#' @param prob.local A future option to allow sampling of models "near" the
#' median probability model.  Not used at this time.
#' @param prob.rw For any of the MCMC methods, probability of using the
#' random-walk Metropolis proposal; otherwise use a random "flip" move
#' to propose swap a variable that is excluded with a variable in the model.
#' @param MCMC.iterations Number of iterations for the MCMC sampler; the
#' default is n.models*10 if not set by the user.
#' @param lambda Parameter in the AMCMC algorithm (deprecated).
#' @param delta truncation parameter to prevent sampling probabilities to
#' degenerate to 0 or 1 prior to enumeration for sampling without replacement.
#' @param thin For "MCMC", thin the MCMC chain every "thin" iterations; default is no
#' thinning.  For large p, thinning can be used to significantly reduce memory
#' requirements as models and associated summaries are saved only every thin iterations.  For thin = p, the  model and associated output are recorded every p iterations,
#' similar to the Gibbs sampler in SSVS.
#' @param renormalize For MCMC sampling, should posterior probabilities be
#' based on renormalizing the marginal likelihoods times prior probabilities
#' (TRUE) or frequencies from MCMC.  The latter are unbiased in long runs,
#' while the former may have less variability.  May be compared via the
#' diagnostic plot function \code{\link{diagnostics}}.
#' See details in Clyde and Ghosh (2012).
#' @param force.heredity  Logical variable to force all levels of a factor to be
#' included together and to include higher order interactions only if lower
#' order terms are included.  Currently supported with `method='MCMC'`
#' and experimentally with `method='BAS'` on non-Solaris platforms.
#' Default is FALSE.
#' @param pivot Logical variable to allow pivoting of columns when obtaining the
#' OLS estimates of a model so that models that are not full rank can be fit.
#' Defaults to TRUE.
#' Currently coefficients that are not estimable are set to zero.  Use caution with
#' interpreting BMA estimates of parameters.
#' @param tol 1e-7 as
#' @param bigmem Logical variable to indicate that there is access to
#' large amounts of memory (physical or virtual) for enumeration
#' with large model spaces, e.g. > 2^25. default; used in determining rank of X^TX in cholesky
#' decomposition
#' with pivoting.
#'
#' @return \code{bas} returns an object of class \code{bas}
#'
#' An object of class \code{BAS} is a list containing at least the following
#' components:
#'
#' \item{postprob}{the posterior probabilities of the models selected}
#' \item{priorprobs}{the prior probabilities of the models selected}
#' \item{namesx}{the names of the variables}
#' \item{R2}{R2 values for the
#' models}
#' \item{logmarg}{values of the log of the marginal likelihood for the
#' models.  This is equivalent to the log Bayes Factor for comparing
#' each model to a base model with intercept only.}
#' \item{n.vars}{total number of independent variables in the full
#' model, including the intercept}
#' \item{size}{the number of independent
#' variables in each of the models, includes the intercept}
#'  \item{rank}{the rank of the design matrix; if `pivot = FALSE`, this is the same as size
#'  as no checking of rank is conducted.}
#' \item{which}{a list
#' of lists with one list per model with variables that are included in the
#' model}
#' \item{probne0}{the posterior probability that each variable is
#' non-zero computed using the renormalized marginal likelihoods of sampled
#' models.  This may be biased if the number of sampled models is much smaller
#' than the total number of models. Unbiased estimates may be obtained using
#' method "MCMC".}
#' \item{mle}{list of lists with one list per model giving the
#' MLE (OLS) estimate of each (nonzero) coefficient for each model. NOTE: The
#' intercept is the mean of Y as each column of X has been centered by
#' subtracting its mean.}
#' \item{mle.se}{list of lists with one list per model
#' giving the MLE (OLS) standard error of each coefficient for each model}
#' \item{prior}{the name of the prior that created the BMA object}
#' \item{alpha}{value of hyperparameter in coefficient prior used to create the BMA
#' object. }
#' \item{modelprior}{the prior distribution on models that created the
#' BMA object}
#' \item{Y}{response}
#' \item{X}{matrix of predictors}
#' \item{mean.x}{vector of means for each column of X (used in
#' \code{\link{predict.bas}})}
#' \item{include.always}{indices of variables that are forced into the model}
#'
#' The function \code{\link{summary.bas}}, is used to print a summary of the
#' results. The function \code{\link{plot.bas}} is used to plot posterior
#' distributions for the coefficients and \code{\link{image.bas}} provides an
#' image of the distribution over models.  Posterior summaries of coefficients
#' can be extracted using \code{\link{coefficients.bas}}.  Fitted values and
#' predictions can be obtained using the S3 functions \code{\link{fitted.bas}}
#' and \code{\link{predict.bas}}.  BAS objects may be updated to use a
#' different prior (without rerunning the sampler) using the function
#' \code{\link{update.bas}}. For MCMC sampling \code{\link{diagnostics}} can be used
#' to assess whether the MCMC has run long enough so that the posterior probabilities
#' are stable. For more details see the associated demos and vignette.
#' @author Merlise Clyde (\email{clyde@@duke.edu}) and Michael Littman
#' @seealso \code{\link{summary.bas}}, \code{\link{coefficients.bas}},
#' \code{\link{print.bas}}, \code{\link{predict.bas}}, \code{\link{fitted.bas}}
#' \code{\link{plot.bas}}, \code{\link{image.bas}}, \code{\link{eplogprob}},
#' \code{\link{update.bas}}
#' @references Clyde, M. Ghosh, J. and Littman, M. (2010) Bayesian Adaptive
#' Sampling for Variable Selection and Model Averaging. Journal of
#' Computational Graphics and Statistics.  20:80-101 \cr
#' \doi{10.1198/jcgs.2010.09049}
#'
#' Clyde, M. and Ghosh. J. (2012) Finite population estimators in stochastic search variable selection.
#' Biometrika, 99 (4), 981-988. \doi{10.1093/biomet/ass040}
#'
#' Clyde, M. and George, E. I. (2004) Model Uncertainty. Statist. Sci., 19,
#' 81-94. \cr \doi{10.1214/088342304000000035}
#'
#' Clyde, M. (1999) Bayesian Model Averaging and Model Search Strategies (with
#' discussion). In Bayesian Statistics 6. J.M. Bernardo, A.P. Dawid, J.O.
#' Berger, and A.F.M. Smith eds. Oxford University Press, pages 157-185.
#'
#' Hoeting, J. A., Madigan, D., Raftery, A. E. and Volinsky, C. T. (1999)
#' Bayesian model averaging: a tutorial (with discussion). Statist. Sci., 14,
#' 382-401. \cr
#' \doi{10.1214/ss/1009212519}
#'
#' Liang, F., Paulo, R., Molina, G., Clyde, M. and Berger, J.O. (2008) Mixtures
#' of g-priors for Bayesian Variable Selection. Journal of the American
#' Statistical Association.  103:410-423.  \cr
#' \doi{10.1198/016214507000001337}
#'
#' Zellner, A. (1986) On assessing prior distributions and Bayesian regression
#' analysis with g-prior distributions. In Bayesian Inference and Decision
#' Techniques: Essays in Honor of Bruno de Finetti, pp. 233-243.
#' North-Holland/Elsevier.
#'
#' Zellner, A. and Siow, A. (1980) Posterior odds ratios for selected
#' regression hypotheses. In Bayesian Statistics: Proceedings of the First
#' International Meeting held in Valencia (Spain), pp. 585-603.
#'
#' Rouder, J. N., Speckman, P. L., Sun, D., Morey, R. D., \& Iverson, G.
#' (2009). Bayesian t-tests for accepting and rejecting the null hypothesis.
#' Psychonomic Bulletin & Review, 16, 225-237
#'
#' Rouder, J. N., Morey, R. D., Speckman, P. L., Province, J. M., (2012)
#' Default Bayes Factors for ANOVA Designs. Journal of Mathematical Psychology.
#' 56.  p. 356-374.
#' @keywords regression
#' @family bas methods
#' @examples
#'
#' library(MASS)
#' data(UScrime)
#' crime.bic <- bas.lm(log(y) ~ log(M) + So + log(Ed) +
#'   log(Po1) + log(Po2) +
#'   log(LF) + log(M.F) + log(Pop) + log(NW) +
#'   log(U1) + log(U2) + log(GDP) + log(Ineq) +
#'   log(Prob) + log(Time),
#' data = UScrime, n.models = 2^15, prior = "BIC",
#' modelprior = beta.binomial(1, 1),
#' initprobs = "eplogp", pivot = FALSE
#' )
#'
#'
#' # use MCMC rather than enumeration
#' crime.mcmc <- bas.lm(log(y) ~ log(M) + So + log(Ed) +
#'   log(Po1) + log(Po2) +
#'   log(LF) + log(M.F) + log(Pop) + log(NW) +
#'   log(U1) + log(U2) + log(GDP) + log(Ineq) +
#'   log(Prob) + log(Time),
#' data = UScrime,
#' method = "MCMC",
#' MCMC.iterations = 20000, prior = "BIC",
#' modelprior = beta.binomial(1, 1),
#' initprobs = "eplogp", pivot = FALSE
#' )
#'
#' summary(crime.bic)
#' plot(crime.bic)
#' image(crime.bic, subset = -1)
#'
#' # example with two-way interactions and hierarchical constraints
#' data(ToothGrowth)
#' ToothGrowth$dose <- factor(ToothGrowth$dose)
#' levels(ToothGrowth$dose) <- c("Low", "Medium", "High")
#' TG.bas <- bas.lm(len ~ supp * dose,
#'   data = ToothGrowth,
#'   modelprior = uniform(), method = "BAS",
#'   force.heredity = TRUE
#' )
#' summary(TG.bas)
#' image(TG.bas)
#'
#' # exmple with non-full rank case
#'
#'  loc <- system.file("testdata", package = "BAS")
#'  d <- read.csv(paste(loc, "JASP-testdata.csv", sep = "/"))
#' fullModelFormula <- as.formula("contNormal ~  contGamma * contExpon +
#'                                 contGamma * contcor1 + contExpon * contcor1")
#'
#' # should give warning; use pivot = T to fit non-full rank case (fails on i386)
#'  out = bas.lm(fullModelFormula,
#'               data = d,
#'               alpha = 0.125316,
#'               prior = "JZS",
#'               weights = facFifty, force.heredity = FALSE, pivot = FALSE)
#'
#'
#' # use pivot = TRUE to fit non-full rank case  (default)
#' # This is slower but safer
#'
#' out =  bas.lm(fullModelFormula,
#'               data = d,
#'               alpha = 0.125316,
#'               prior = "JZS",
#'               weights = facFifty, force.heredity = FALSE, pivot = TRUE)
#'
#' # more complete demo's
#' demo(BAS.hald)
#' \dontrun{
#' demo(BAS.USCrime)
#' }
#'
#' @rdname bas.lm
#' @keywords regression
#' @family BAS methods
#' @concept BMA
#' @concept variable selection
#' @export
bas.lm <- function(formula,
                   data,
                   subset,
                   weights,
                   contrasts=NULL,
                   na.action = "na.omit",
                   n.models = NULL,
                   prior = "ZS-null",
                   alpha = NULL,
                   modelprior = beta.binomial(1, 1),
                   initprobs = "Uniform",
                   include.always = ~1,
                   method = "BAS",
                   update = NULL,
                   bestmodel = NULL,
                   prob.local = 0.0,
                   prob.rw = 0.5,
                   MCMC.iterations = NULL,
                   lambda = NULL,
                   delta = 0.025,
                   thin = 1,
                   renormalize = FALSE,
                   force.heredity = FALSE,
                   pivot = TRUE,
                   tol = 1e-7,
                   bigmem = FALSE) {
  num.updates <- 10
  call <- match.call()
  priormethods <- c(
    "g-prior",
    "hyper-g",
    "hyper-g-laplace",
    "hyper-g-n",
    "AIC",
    "BIC",
    "ZS-null",
    "ZS-full",
    "EB-local",
    "EB-global",
    "JZS"
  )

  if (!(prior %in% priormethods)) {
    stop(paste(
      "prior ",
      prior,
      "is not one of ",
      paste(priormethods, collapse = ", ")
    ))
  }

  if (!(method %in% c("BAS", "deterministic", "MCMC", "MCMC+BAS"))) {
    stop(paste("No available sampling method:", method))
  }

  # from lm
  mfall <- match.call(expand.dots = FALSE)
  m <- match(
    c(
      "formula", "data", "subset", "weights", "na.action",
      "offset"
    ),
    names(mfall),
    0L
  )
  mf <- mfall[c(1L, m)]
  mf$drop.unused.levels <- TRUE
  mf[[1L]] <- quote(stats::model.frame)
  mf <- eval(mf, parent.frame())


  # data = model.frame(formula, data, na.action=na.action, weights=weights)
  n.NA <- length(attr(mf, "na.action"))

  if (n.NA > 0) {
    warning(paste(
      "dropping ", as.character(n.NA),
      "rows due to missing data"
    ))
  }

  Y <- model.response(mf, "numeric")
  mt <- attr(mf, "terms")
  X <- model.matrix(mt, mf, contrasts)

  # X = model.matrix(formula, mf)


  Xorg <- X
  namesx <- dimnames(X)[[2]]
  namesx[1] <- "Intercept"
  n <- dim(X)[1]

  if (n == 0) {stop("Sample size is zero; check data and subset arguments")}

  weights <- as.vector(model.weights(mf))
  if (is.null(weights)) {
    weights <- rep(1, n)
  }

  if (length(weights) != n) {
    stop(simpleError(paste(
      "weights are of length ", length(weights), "not of length ", n
    )))
  }

  mean.x <- apply(X[, -1, drop = F], 2, weighted.mean, w = weights)
  ones <- X[, 1]
  X <- cbind(ones, sweep(X[, -1, drop = FALSE], 2, mean.x))
  p <- dim(X)[2] # with intercept


  if (n <= p) {
    if (modelprior$family == "Uniform" ||
      modelprior$family == "Bernoulli") {
      warning(
        "Uniform prior (Bernoulli)  distribution on the Model Space are not recommended for p > n; please consider using tr.beta.binomial or power.prior instead"
      )
    }
  }
  if (!is.numeric(initprobs)) {
    if (n <= p && initprobs == "eplogp") {
      stop(
        "Full model is not full rank so cannot use the eplogp bound to create starting sampling probabilities, perhpas use 'marg-eplogp' for fiting marginal models\n"
      )
    }
    initprobs <- switch(
      initprobs,
      "eplogp" = eplogprob(lm(Y ~ X - 1)),
      "marg-eplogp" = eplogprob.marg(Y, X),
      "uniform" = c(1.0, rep(.5, p - 1)),
      "Uniform" = c(1.0, rep(.5, p - 1))
    )
  }
  if (length(initprobs) == (p - 1)) {
    initprobs <- c(1.0, initprobs)
  }
  keep <- 1
  # set up variables to always include
  if ("include.always" %in% names(mfall)) {
    minc <-
      match(c("include.always", "data", "subset"), names(mfall), 0L)
    mfinc <- mfall[c(1L, minc)]
    mfinc$drop.unused.levels <- TRUE
    names(mfinc)[2] <- "formula"
    mfinc[[1L]] <- quote(stats::model.frame)
    mfinc <- eval(mfinc, parent.frame())
    mtinc <- attr(mfinc, "terms")
    X.always <- model.matrix(mtinc, mfinc, contrasts)

    keep <- c(1L, match(colnames(X.always)[-1], colnames(X)))
    initprobs[keep] <- 1.0
    if (ncol(X.always) == ncol(X)) {
      # just one model with all variables forced in
      # use method='BAS" as deterministic and MCMC fail in this context
      method <- "BAS"
    }
  }

  if (is.null(n.models)) {
    n.models <- min(2^p, 2^19)
  }
  if (is.null(MCMC.iterations)) {
    MCMC.iterations <- as.integer(n.models * 10)
  }
  Burnin.iterations <- as.integer(MCMC.iterations)

  if (is.null(lambda)) {
    lambda <- 1.0
  }




  int <- TRUE # assume that an intercept is always included

  method.num <- switch(
    prior,
    "g-prior" = 0,
    "hyper-g" = 1,
    "EB-local" = 2,
    "BIC" = 3,
    "ZS-null" = 4,
    "ZS-full" = 5,
    "hyper-g-laplace" = 6,
    "AIC" = 7,
    "EB-global" = 2,
    "hyper-g-n" = 8,
    "JZS" = 9
  )

  if (is.null(alpha)) {
    alpha <- switch(
      prior,
      "g-prior" = n,
      "hyper-g" = 3,
      "EB-local" = 2,
      "BIC" = n,
      "ZS-null" = 1,
      "ZS-full" = n,
      "hyper-g-laplace" = 3,
      "AIC" = 0,
      "EB-global" = 2,
      "hyper-g-n" = 3,
      "JZS" = 1,
      NULL
    )
  }

  if (is.null(alpha)) {
    alpha <- 0.0
  }

  parents <- matrix(1, 1, 1)
  if (method == "MCMC+BAS" |
    method == "deterministic" | is.solaris()) {
    force.heredity <- FALSE
  } # does not work with updating the tree
  if (force.heredity) {
    parents <- make.parents.of.interactions(mf, data)

    # check to see if really necessary
    if (sum(parents) == nrow(parents)) {
      parents <- matrix(1, 1, 1)
      force.heredity <- FALSE
    }
  }

  prob <- normalize.initprobs.lm(initprobs, p)

  if (is.null(bestmodel)) {
    #bestmodel = as.integer(initprobs)
    bestmodel = as.integer(prob)
    #bestmodel <- c(1, rep(0, p - 1))
  }

  bestmodel[keep] <- 1

  if (force.heredity) {
    update <- NULL # do not update tree  FIXME LATER
    if (prob.heredity(bestmodel, parents) == 0) {
      warning("bestmodel violates heredity conditions; resetting to null model")
      bestmodel <- c(1, rep(0, p - 1))
    }
    #    initprobs=c(1, seq(.95, .55, length=(p-1) ))
  }



  n.models <- normalize.n.models(n.models, p, prob,
                                  method, bigmem)
  #  print(n.models)
  modelprior <- normalize.modelprior(modelprior, p)


  if (is.null(update)) {
    if (force.heredity) {  # do not update tree for BAS
      update <- n.models + 1}
    else {
      if (n.models == 2^(p - 1)) {
        update <- n.models + 1
      } else {
        (update <- n.models / num.updates)
      }}
  }

  modelindex <- as.list(1:n.models)
  Yvec <- as.numeric(Y)
  modeldim <- as.integer(rep(0, n.models))
  n.models <- as.integer(n.models)





  #  sampleprobs = as.double(rep(0.0, n.models))
  result <- switch(
    method,
    "BAS" = .Call(
      C_sampleworep_new,
      Yvec,
      X,
      sqrt(weights),
      prob,
      modeldim,
      incint = as.integer(int),
      alpha = as.numeric(alpha),
      method = as.integer(method.num),
      modelprior = modelprior,
      update = as.integer(update),
      Rbestmodel = as.integer(bestmodel),
      plocal = as.numeric(prob.local),
      Rparents = parents,
      Rpivot = pivot,
      Rtol = tol,
      PACKAGE = "BAS"
    ),
    "MCMC+BAS" = .Call(
      C_mcmcbas,
      Yvec,
      X,
      sqrt(weights),
      prob,
      modeldim,
      incint = as.integer(int),
      alpha = as.numeric(alpha),
      method = as.integer(method.num),
      modelprior = modelprior,
      update = as.integer(update),
      Rbestmodel = as.integer(bestmodel),
      plocal = as.numeric(1.0 - prob.rw),
      as.integer(Burnin.iterations),
      as.integer(MCMC.iterations),
      as.numeric(lambda),
      as.numeric(delta),
      Rparents = parents
    ),
    "MCMC" = .Call(
      C_mcmc_new,
      Yvec,
      X,
      sqrt(weights),
      prob,
      modeldim,
      incint = as.integer(int),
      alpha = as.numeric(alpha),
      method = as.integer(method.num),
      modelprior = modelprior,
      update = as.integer(update),
      Rbestmodel = as.integer(bestmodel),
      plocal = as.numeric(1.0 - prob.rw),
      as.integer(Burnin.iterations),
      as.integer(MCMC.iterations),
      as.numeric(lambda),
      as.numeric(delta),
      as.integer(thin),
      Rparents = parents,
      Rpivot = pivot,
      Rtol = tol
    ),
    "deterministic" = .Call(
      C_deterministic,
      Yvec,
      X,
      sqrt(weights),
      prob,
      modeldim,
      incint = as.integer(int),
      alpha = as.numeric(alpha),
      method = as.integer(method.num),
      modelprior = modelprior,
      Rpivot = pivot,
      Rtol = tol
    )
  )
  result$rank_deficient <- FALSE
  if (any(is.na(result$logmarg))) {
    warning(
      "log marginals and posterior probabilities contain NA's.  Consider re-running with the option `pivot=TRUE` if there are models that are not full rank"
    )
    result$rank_deficient <- TRUE
  }
  if (any(result$rank != result$size)) {
    result$rank_deficient <- TRUE
  }
  result$n.models <- length(result$postprobs)
  result$namesx <- namesx
  result$n <- length(Yvec)
  result$prior <- prior
  result$modelprior <- modelprior
  result$alpha <- alpha
  result$probne0.RN <- result$probne0
  result$postprobs.RN <- result$postprobs
  result$include.always <- keep

  if (method == "MCMC" || method == "MCMC_new") {
    result$n.models <- result$n.Unique
    result$postprobs.MCMC <- result$freq / sum(result$freq)

    if (!renormalize) {
      result$probne0 <- result$probne0.MCMC
      result$postprobs <- result$postprobs.MCMC
    }
  }

  df <- rep(n - 1, result$n.models)
  if (prior == "AIC" |
    prior == "BIC" | prior == "IC") {
    df <- df - result$rank + 1
  }
  result$df <- df
  result$n.vars <- p
  result$Y <- Yvec
  result$X <- Xorg
  result$mean.x <- mean.x
  result$call <- call

  result$contrasts <- attr(X, "contrasts")
  result$xlevels <- .getXlevels(mt, mf)
  result$terms <- mt
  result$model <- mf

  class(result) <- c("bas")
  if (prior == "EB-global") {
    result <- EB.global(result)
  }
  return(result)
}