CRAN/E | EBMAforecast

EBMAforecast

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

Installation

About

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) doi:10.1016/j.ijforecast.2014.08.001 and Montgomery, Hollenbach, and Ward (2012) doi:10.1093/pan/mps002.

github.com/fhollenbach/EBMA/

Key Metrics

Version 1.0.32
Published 2024-03-20 28 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks EBMAforecast results

Downloads

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Maintainer

Maintainer

Florian M. Hollenbach

fho.egb@cbs.dk

Authors

Florian M. Hollenbach

aut / cre

Jacob M. Montgomery

aut

Michael D. Ward

aut

Material

Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

EBMAforecast archive

Imports

Rcpp ≥ 1.0.2
plyr
graphics
separationplot
Hmisc
abind
gtools
methods
glue

LinkingTo

Rcpp

Reverse Imports

autoMrP