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.

Author | Guy J. Abel and Jackie S. T. Wong |

Date of publication | 2014-05-23 10:27:25 |

Maintainer | Guy J. Abel <g.j.abel@gmail.com> |

License | GPL-2 |

Version | 1.1 |

http://gjabel.wordpress.com/category/r/tsbridge/ |

**bridge:** Bridge Function to Obtain Normalising Constant

**dcvts:** Posterior Density of Constant Variance, Stochastic Volatility...

**dmvnb:** Density Function for Multivariate Normal-Binary Distribution...

**h.fit:** Fitted Volatility Series from Simulated Parameters

**q1q2l:** Calculate Posterior Model Density, q1(.), Normalised Density,...

**rescale:** Rescale Values to and from Whole Real Number Line

**theta.it:** Convert Parameter Data Frame to List

**tsbridge-package:** Calculated normalising constants for Bayesian time series...

**tslogl:** Log-Likelihood of Time Series Model.

**y.fit:** Fitted Time Series from Simulated Parameters

tsbridge

tsbridge/NAMESPACE

tsbridge/demo

tsbridge/demo/cv_bma.R

tsbridge/demo/00Index

tsbridge/R

tsbridge/R/y.fit.R
tsbridge/R/dmvnb.R
tsbridge/R/tslogl.R
tsbridge/R/h.fit.R
tsbridge/R/tsbridge-internal.R
tsbridge/R/drvts.R
tsbridge/R/rescale.R
tsbridge/R/q1q2l.R
tsbridge/R/dsvts.R
tsbridge/R/theta.it.R
tsbridge/R/bridge.R
tsbridge/R/dcvts.R
tsbridge/MD5

tsbridge/DESCRIPTION

tsbridge/man

tsbridge/man/h.fit.Rd
tsbridge/man/dmvnb.Rd
tsbridge/man/q1q2l.Rd
tsbridge/man/tslogl.Rd
tsbridge/man/rescale.Rd
tsbridge/man/bridge.Rd
tsbridge/man/y.fit.Rd
tsbridge/man/theta.it.Rd
tsbridge/man/tsbridge-package.Rd
tsbridge/man/dcvts.Rd
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.