The tsbridge package contains a collection of R functions that can be used to estimate normalising constants using the bridge sampler of Meng and Wong (1996). The functions can be applied to calculate posterior model probabilities for a variety of time series Bayesian models, where parameters are estimated using BUGS, and models themselves are created using the tsbugs package.
| Version: | 1.1 |
| Depends: | R (≥ 2.15.0) |
| Imports: | mvtnorm, tsbugs |
| Published: | 2014-05-23 |
| Author: | Guy J. Abel and Jackie S. T. Wong |
| Maintainer: | Guy J. Abel <g.j.abel at gmail.com> |
| License: | GPL-2 |
| URL: | http://gjabel.wordpress.com/category/r/tsbridge/ |
| NeedsCompilation: | no |
| CRAN checks: | tsbridge results |
| Reference manual: | tsbridge.pdf |
| Package source: | tsbridge_1.1.tar.gz |
| Windows binaries: | r-devel: tsbridge_1.1.zip, r-release: tsbridge_1.1.zip, r-oldrel: tsbridge_1.1.zip |
| OS X binaries: | r-release: tsbridge_1.1.tgz, r-oldrel: tsbridge_1.1.tgz |
| Old sources: | tsbridge archive |
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