EBMAforecast: Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms

Create forecasts from multiple predictions using ensemble Bayesian model averaging (EBMA). EBMA models can be estimated using an expectation maximization (EM) algorithm or as fully Bayesian models via Gibbs sampling.

Version: 1.0.0
Imports: Rcpp (≥ 1.0.2), plyr, graphics, separationplot, Hmisc, abind, gtools, methods
LinkingTo: Rcpp
Published: 2020-05-20
Author: Florian M. Hollenbach ORCID iD [aut, cre], Jacob M. Montgomery [aut], Michael D. Ward [aut]
Maintainer: Florian M. Hollenbach <fhollenbach at tamu.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: <https://github.com/fhollenbach/EBMA/>
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: EBMAforecast results

Downloads:

Reference manual: EBMAforecast.pdf
Package source: EBMAforecast_1.0.0.tar.gz
Windows binaries: r-devel: EBMAforecast_1.0.0.zip, r-release: EBMAforecast_1.0.0.zip, r-oldrel: EBMAforecast_1.0.0.zip
macOS binaries: r-release: EBMAforecast_1.0.0.tgz, r-oldrel: EBMAforecast_1.0.0.tgz
Old sources: EBMAforecast archive

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