Package: yodel 1.0.0

Richard Payne

yodel: A General Bayesian Model Averaging Helper

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>.

Authors:Richard Payne [aut, cre], Eli Lilly and Company [cph]

yodel_1.0.0.tar.gz
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yodel_1.0.0.tgz(r-4.4-any)yodel_1.0.0.tgz(r-4.3-any)
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yodel.pdf |yodel.html✨
yodel/json (API)
NEWS

Peer review:

Bug tracker:https://github.com/rich-payne/yodel/issues

On CRAN:

4 exports 1.02 score 17 dependencies 1 dependents 180 downloads

Last updated 5 months agofrom:76d3eddc91. Checks:OK: 7. Indexed: yes.

Exports:bmamodel_bma_marginalmodel_bma_predictiveposterior

Dependencies:clidplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6rlangtibbletidyselectutf8vctrswithr