yodel: A General Bayesian Model Averaging Helper (original) (raw)
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>.
| Version: | 1.0.0 |
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| Imports: | dplyr (≥ 1.0), purrr (≥ 0.3), rlang (≥ 0.4) |
| Suggests: | testthat |
| Published: | 2024-04-16 |
| DOI: | 10.32614/CRAN.package.yodel |
| Author: | Richard Payne [aut, cre], Eli Lilly and Company [cph] |
| Maintainer: | Richard Payne |
| License: | MIT + file |
| URL: | https://github.com/rich-payne/yodel |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | yodel results |
Documentation:
| Reference manual: | yodel.html , <yodel.pdf> |
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Downloads:
| Package source: | yodel_1.0.0.tar.gz |
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| Windows binaries: | r-devel: yodel_1.0.0.zip, r-release: yodel_1.0.0.zip, r-oldrel: yodel_1.0.0.zip |
| macOS binaries: | r-release (arm64): yodel_1.0.0.tgz, r-oldrel (arm64): yodel_1.0.0.tgz, r-release (x86_64): yodel_1.0.0.tgz, r-oldrel (x86_64): yodel_1.0.0.tgz |
Reverse dependencies:
| Reverse imports: | beaver |
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Linking:
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