EBMAforecast-package: EBMAforecast: Estimate Ensemble Bayesian Model Averaging...

In EBMAforecast: Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms

EBMAforecast: Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms

Description

Create forecasts from multiple predictions using ensemble Bayesian model averaging (EBMA). EBMA models can be estimated using an expectation maximization (EM) algorithm or as fully Bayesian models via Gibbs sampling. The methods in this package are Montgomery, Hollenbach, and Ward (2015) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1016/j.ijforecast.2014.08.001")} and Montgomery, Hollenbach, and Ward (2012) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/pan/mps002")}.

Author(s)

Maintainer: Florian M. Hollenbach [e-mail] (ORCID)

Authors:

• Jacob M. Montgomery

• Michael D. Ward

See Also

Useful links:

• https://github.com/fhollenbach/EBMA/

EBMAforecast documentation built on Nov. 10, 2023, 5:06 p.m.