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yodel
View on CRAN: Click
here
Download and install yodel package within the R console
Install from CRAN:
install.packages("yodel")
Install from Github:
library("remotes")
install_github("cran/yodel")
Install by package version:
library("remotes")
install_version("yodel", "1.0.0")
Attach the package and use:
library("yodel")
Maintained by
Richard Payne
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-04-16
Latest Update: 2024-04-16
Description:
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>.
How to cite:
Richard Payne (2024). yodel: A General Bayesian Model Averaging Helper. R package version 1.0.0, https://cran.r-project.org/web/packages/yodel. Accessed 12 Nov. 2024.
Previous versions and publish date:
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