tsbridge: Calculate normalising constants for Bayesian time series models.

The tsbridge package contains a collection of R functions that can be used to estimate normalising constants using the bridge sampler of Meng and Wong (1996). The functions can be applied to calculate posterior model probabilities for a variety of time series Bayesian models, where parameters are estimated using BUGS, and models themselves are created using the tsbugs package.

Package details

AuthorGuy J. Abel and Jackie S. T. Wong
MaintainerGuy J. Abel <g.j.abel@gmail.com>
LicenseGPL-2
Version1.1
URL http://gjabel.wordpress.com/category/r/tsbridge/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsbridge")

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tsbridge documentation built on May 30, 2017, 1:14 a.m.