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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>.

Versions across snapshots

VersionRepositoryFileSize
1.0.0 rolling linux/jammy R-4.5 yodel_1.0.0.tar.gz 28.4 KiB
1.0.0 rolling linux/noble R-4.5 yodel_1.0.0.tar.gz 28.3 KiB
1.0.0 rolling source/ R- yodel_1.0.0.tar.gz 8.9 KiB
1.0.0 latest linux/jammy R-4.5 yodel_1.0.0.tar.gz 28.4 KiB
1.0.0 latest linux/noble R-4.5 yodel_1.0.0.tar.gz 28.3 KiB
1.0.0 latest source/ R- yodel_1.0.0.tar.gz 8.9 KiB
1.0.0 2026-04-26 source/ R- yodel_1.0.0.tar.gz 8.9 KiB
1.0.0 2026-04-23 source/ R- yodel_1.0.0.tar.gz 8.9 KiB
1.0.0 2026-04-09 windows/windows R-4.5 yodel_1.0.0.zip 31.2 KiB
1.0.0 2025-04-20 source/ R- yodel_1.0.0.tar.gz 8.9 KiB

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