gjabel/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.
Getting started
Browse package contents
Package details |
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| Author | Guy J. Abel and Jackie S. T. Wong |
| Maintainer | Guy J. Abel <g.j.abel@gmail.com> |
| License | GPL-2 |
| Version | 1.3 |
| URL | http://gjabel.wordpress.com/category/r/tsbridge/ |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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