ESTER: Efficient Sequential Testing with Evidence Ratios

An implementation of sequential testing that uses evidence ratios computed from the weights of a set of models. These weights correspond either to Akaike weights computed from the Akaike Information Criterion (AIC) or the Bayesian Information Criterion (BIC) and following Burnham & Anderson (2004, <doi:10.1177/0049124104268644>) recommendations, or to pseudo-BMA weights computed from the WAIC or the LOO-IC of models fitted with 'brms' and following Yao et al. (2017, <arXiv:1704.02030v3>).

Package details

AuthorLadislas Nalborczyk [aut, cre] (0000-0002-7419-9855)
MaintainerLadislas Nalborczyk <[email protected]>
LicenseMIT + file LICENSE
Version0.2.0
URL https://github.com/lnalborczyk/ESTER
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("ESTER")

Try the ESTER package in your browser

Any scripts or data that you put into this service are public.

ESTER documentation built on May 2, 2019, 12:13 p.m.