tsbridge: Calculate normalising constants for Bayesian time series models.
Version 1.1

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.

AuthorGuy J. Abel and Jackie S. T. Wong
Date of publication2014-05-23 10:27:25
MaintainerGuy J. Abel <g.j.abel@gmail.com>
LicenseGPL-2
Version1.1
URL http://gjabel.wordpress.com/category/r/tsbridge/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("tsbridge")

Getting started

Package overview

Popular man pages

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
tsbridge-package: Calculated normalising constants for Bayesian time series...
tslogl: Log-Likelihood of Time Series Model.
y.fit: Fitted Time Series from Simulated Parameters
See all...

All man pages Function index File listing

Man pages

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

Functions

bridge Man page Source code
dcvts Man page Source code
dmvnb Man page Source code
drvts Man page Source code
dsvts Man page Source code
h.fit Man page Source code
q1q2l Man page Source code
rescale Man page Source code
theta.it Man page Source code
tsbridge Man page
tsbridge-package Man page
tslogl Man page Source code
y.fit Man page Source code

Files

NAMESPACE
demo
demo/cv_bma.R
demo/00Index
R
R/y.fit.R
R/dmvnb.R
R/tslogl.R
R/h.fit.R
R/tsbridge-internal.R
R/drvts.R
R/rescale.R
R/q1q2l.R
R/dsvts.R
R/theta.it.R
R/bridge.R
R/dcvts.R
MD5
DESCRIPTION
man
man/h.fit.Rd
man/dmvnb.Rd
man/q1q2l.Rd
man/tslogl.Rd
man/rescale.Rd
man/bridge.Rd
man/y.fit.Rd
man/theta.it.Rd
man/tsbridge-package.Rd
man/dcvts.Rd
tsbridge documentation built on May 19, 2017, 11:28 p.m.

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