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> |

BugReports: | NA |

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 Mavericks binaries: | r-release: tsbridge_1.1.tgz, r-oldrel: tsbridge_1.1.tgz |

Old sources: | tsbridge archive |