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:
yodel_1.0.0.tar.gz
yodel_1.0.0.zip(r-4.5)yodel_1.0.0.zip(r-4.4)yodel_1.0.0.zip(r-4.3)
yodel_1.0.0.tgz(r-4.4-any)yodel_1.0.0.tgz(r-4.3-any)
yodel_1.0.0.tar.gz(r-4.5-noble)yodel_1.0.0.tar.gz(r-4.4-noble)
yodel_1.0.0.tgz(r-4.4-emscripten)yodel_1.0.0.tgz(r-4.3-emscripten)
yodel.pdf |yodel.html✨
yodel/json (API)
NEWS
| # Install 'yodel' in R: |
| install.packages('yodel', repos = c('https://rich-payne.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/rich-payne/yodel/issues
Last updated 7 months agofrom:76d3eddc91. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 13 2024 |
| R-4.5-win | OK | Nov 13 2024 |
| R-4.5-linux | OK | Nov 13 2024 |
| R-4.4-win | OK | Nov 13 2024 |
| R-4.4-mac | OK | Nov 13 2024 |
| R-4.3-win | OK | Nov 13 2024 |
| R-4.3-mac | OK | Nov 13 2024 |
Exports:bmamodel_bma_marginalmodel_bma_predictiveposterior
Dependencies:clidplyrfansigenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6rlangtibbletidyselectutf8vctrswithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Posterior Weights and Model Averaging Setup | bma model_bma_marginal model_bma_predictive |
| Calculate Posterior Quantities | posterior |
| Posterior Samples from Bayesian Model Averaging | posterior.yodel_bma |
