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-4.7)yodel_1.0.0.zip(r-4.6)yodel_1.0.0.zip(r-4.5)
yodel_1.0.0.tgz(r-4.6-any)yodel_1.0.0.tgz(r-4.5-any)
yodel_1.0.0.tar.gz(r-4.7-any)yodel_1.0.0.tar.gz(r-4.6-any)
yodel_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:76d3eddc91. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 113 | ||
| source / vignettes | OK | 185 | ||
| linux-release-x86_64 | OK | 110 | ||
| macos-release-arm64 | OK | 161 | ||
| macos-oldrel-arm64 | OK | 179 | ||
| windows-devel | OK | 77 | ||
| windows-release | OK | 82 | ||
| windows-oldrel | OK | 113 | ||
| wasm-release | OK | 92 |
Exports:bmamodel_bma_marginalmodel_bma_predictiveposterior
Dependencies:clidplyrgenericsgluelifecyclemagrittrpillarpkgconfigpurrrR6rlangtibbletidyselectutf8vctrswithr
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 |
