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. The methods in this package are Montgomery, Hollenbach, and Ward (2015) and Montgomery, Hollenbach, and Ward (2012) .


Reference manual

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1.0.2 by Florian M. Hollenbach, a year ago


Browse source code at

Authors: Florian M. Hollenbach [aut, cre] , Jacob M. Montgomery [aut] , Michael D. Ward [aut]

Documentation:   PDF Manual  

Task views: Time Series Analysis

GPL (>= 2) license

Imports Rcpp, plyr, graphics, separationplot, Hmisc, abind, gtools, methods

Linking to Rcpp

Imported by autoMrP.

See at CRAN