EBMAforecast

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.