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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install.packages("EBMAforecast")

1.0.33 by Florian M. Hollenbach, 5 months ago


https://github.com/fhollenbach/EBMA/


Browse source code at https://github.com/cran/EBMAforecast


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


Documentation:   PDF Manual  


GPL (>= 2) license


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

Linking to Rcpp


See at CRAN