Here is a brief introduction to the iterated block Gibbs sampler algorithm (IBGS).
This package requires package "doParallel" to run and only works under non-windows environment.
IBGS works for the generalized linear models containing linear, logistic, and poisson.
IBGS uses AIC, AICc, BIC and exBIC to evaluate the performance of candidate models.
IBGS can use a model averaging scheme based on the smooth-SIC weights.