Description Details Author(s) References Examples
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.
Package: | tsbridge |
Type: | Package |
Version: | 1.0 |
Date: | 2013-10-07 |
License: | GPL-2 |
Guy J. Abel and Jackie S. T. Wong
Maintainer: Guy J. Abel <g.j.abel@gmail.com>
Abel, G.J., Bijak, J., Forster, J.J., Raymer J., Smith P.W.F. and Wong, J.S.T. (2013) Integrating uncertainty in time series population forecasts: An illustration using a simple projection model. Demographic Research. 29 43 1187-1226 doi:10.4054/DemRes.2013.29.43
Meng, X.-L., & Wong, W. H. (1996). Simulating Ratios of Normalizing Constants via a Simple Identity: A Theoretical Exploration. Statistica Sinica, 6, 831-860.
Blog posts with some additional details of the implementation of functions in the package can be found at: http://gjabel.wordpress.com/category/r/tsbridge/
1 2 3 4 5 6 | ## Not run:
# demo example with constant variance models for differenced growth rate
# of England and Wales population as used in Abel et. al. (2013)
demo("cv_bma", "tsbridge")
## End(Not run)
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