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
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
2026-04-09 windows/windows R-4.5 | yodel_1.0.0.zip |
31.2 KiB |