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Provides helper functions to perform Bayesian model averaging using Markov chain Monte Carlo samples from separate models. Calculates weights and obtains draws from the model-averaged posterior for quantities of interest specified by the user. Weight calculations can be done using marginal likelihoods or log-predictive likelihoods as in Ando, T., & Tsay, R. (2010) <doi:10.1016/j.ijforecast.2009.08.001>.
| Version: | 1.0.0 |
| Imports: | dplyr (≥ 1.0), purrr (≥ 0.3), rlang (≥ 0.4) |
| Suggests: | testthat |
| Published: | 2024-04-16 |
| DOI: | 10.32614/CRAN.package.yodel |
| Author: | Richard Payne [aut, cre], Eli Lilly and Company [cph] |
| Maintainer: | Richard Payne <paynestatistics at gmail.com> |
| License: | MIT + file LICENSE |
| URL: | https://github.com/rich-payne/yodel |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | yodel results |
| Reference manual: | yodel.pdf |
| Package source: | yodel_1.0.0.tar.gz |
| Windows binaries: | r-devel: yodel_1.0.0.zip, r-release: yodel_1.0.0.zip, r-oldrel: yodel_1.0.0.zip |
| macOS binaries: | r-release (arm64): yodel_1.0.0.tgz, r-oldrel (arm64): yodel_1.0.0.tgz, r-release (x86_64): yodel_1.0.0.tgz, r-oldrel (x86_64): yodel_1.0.0.tgz |
| Reverse imports: | beaver |
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These binaries (installable software) and packages are in development.
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