dma-package: Dynamic model averaging

In dma: Dynamic Model Averaging

Dynamic model averaging

Description

This package implements dynamic Bayesian model averaging as described for continuous outcomes in Raftery et al. (2010, Technometrics) and for binary outcomes in McCormick et al. (2011, Biometrics).

Details

The main averaging functions are:

dma

for continuous outcomes

logistic.dma

for binary outcomes

Author(s)

Tyler H. McCormick, Adrian Raftery, David Madigan, Sevvandi Kandanaarachchi [ctb], Hana Sevcikova [ctb]

Maintainer: Hana Sevcikova <[e-mail]>

References

McCormick, T.M., Raftery, A.E., Madigan, D. and Burd, R.S. (2011) "Dynamic Logistic Regression and Dynamic Model Averaging for Binary Classification." Biometrics, 66:1162-1173.

Raftery, A.E., Karny, M., and Ettler, P. (2010). Online Prediction Under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill. Technometrics 52:52-66.

dma documentation built on Aug. 8, 2025, 7:43 p.m.