yodel: A General Bayesian Model Averaging Helper

Provides helper functions to perform Bayesian model averaging using Markov chain Monte Carlo samples from separate models. Calculates weights and obtains draws from the model-averaged posterior for quantities of interest specified by the user. Weight calculations can be done using marginal likelihoods or log-predictive likelihoods as in Ando, T., & Tsay, R. (2010) <doi:10.1016/j.ijforecast.2009.08.001>.

Version: 1.0.0
Imports: dplyr (≥ 1.0), purrr (≥ 0.3), rlang (≥ 0.4)
Suggests: testthat
Published: 2024-04-16
DOI: 10.32614/CRAN.package.yodel
Author: Richard Payne [aut, cre], Eli Lilly and Company [cph]
Maintainer: Richard Payne <paynestatistics at gmail.com>
License: MIT + file LICENSE
URL: https://github.com/rich-payne/yodel
NeedsCompilation: no
Materials: README NEWS
CRAN checks: yodel results


Reference manual: yodel.pdf


Package source: yodel_1.0.0.tar.gz
Windows binaries: r-devel: yodel_1.0.0.zip, r-release: yodel_1.0.0.zip, r-oldrel: yodel_1.0.0.zip
macOS binaries: r-release (arm64): yodel_1.0.0.tgz, r-oldrel (arm64): yodel_1.0.0.tgz, r-release (x86_64): yodel_1.0.0.tgz, r-oldrel (x86_64): yodel_1.0.0.tgz

Reverse dependencies:

Reverse imports: beaver


Please use the canonical form https://CRAN.R-project.org/package=yodel to link to this page.