Helske J (2017). walker: Bayesian Regression with Time-Varying Coefficients. R package version 0.2.0, http://github.com/helske/walker.

Vihola M, Helske J and Franks J (2016). “Importance sampling type correction of Markov chain Monte Carlo and exact approximations.” ArXiv e-prints. 1609.02541.

Corresponding BibTeX entries:

  @Manual{walker,
    title = {{walker}: Bayesian Regression with Time-Varying
      Coefficients},
    author = {Jouni Helske},
    year = {2017},
    note = {R package version 0.2.0},
    url = {http://github.com/helske/walker},
  }
  @Article{ISMCMC,
    author = {Matti Vihola and Jouni Helske and Jordan Franks},
    title = {Importance sampling type correction of {M}arkov chain
      {M}onte {C}arlo and exact approximations},
    journal = {Ar{X}iv e-prints},
    eprint = {1609.02541},
    primaryclass = {stat.CO},
    year = {2016},
    month = {sep},
  }