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.

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

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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