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Description

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

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>.
Metadata

Version

1.0.32

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
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    MMIXware
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