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yodel: A General Bayesian Model Averaging Helper
Provides helper functions to perform Bayesian model averaging using Markov chain Monte Carlo samples from separate models. Calculates weights and obtains draws from the model-averaged posterior for quantities of interest specified by the user. Weight calculations can be done using marginal likelihoods or log-predictive likelihoods as in Ando, T., & Tsay, R. (2010) <doi:10.1016/j.ijforecast.2009.08.001>.
Getting started
Browse package contents
Package details |
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| Author | Richard Payne [aut, cre], Eli Lilly and Company [cph] |
| Maintainer | Richard Payne <paynestatistics@gmail.com> |
| License | MIT + file LICENSE |
| Version | 1.0.0 |
| URL | https://github.com/rich-payne/yodel |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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