Description
Flexible Bayesian Model Selection and Model Averaging.
Description
Implements MJMCMC (mode jumping MCMC) described in Hubin and Storvik (2018) <doi:10.1016/j.csda.2018.05.020> and GMJMCMC (genetically modified MJMCMC) described in Hubin et al. (2021) <doi:10.1613/jair.1.13047> algorithms as well as the subsampling counterpart described in Lachmann et al. (2022) <doi:10.1016/j.ijar.2022.08.018> for flexible Bayesian model selection and model averaging.
README.md
GMJMCMC
The GMJMCMC package provides functions to estimate Bayesian Generalized nonlinear models (BGNLMs) through a Genetically Modified Mode Jumping MCMC algorithm.
Installation and getting started
To install and load the package, just run
library(devtools)
install_github("jonlachmann/GMJMCMC", force=T, build_vignettes=T)
library(GMJMCMC)
With the package loaded, a vignette that shows how to run the package is available by running
vignette("GMJMCMC-guide")