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  20140523 10:27:25 
Maintainer  Guy J. Abel <g.j.abel@gmail.com> 
License  GPL2 
Version  1.1 
URL  http://gjabel.wordpress.com/category/r/tsbridge/ 
Package repository  View on CRAN 
Installation  Install the latest version of this package by entering the following in R:



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 NormalBinary 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  
tsbridgepackage: Calculated normalising constants for Bayesian time series...  
tslogl: LogLikelihood 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 
tsbridgepackage  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/tsbridgeinternal.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/tsbridgepackage.Rd  
man/dcvts.Rd 
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