The tsbridge package contains a collection of R functions that can be used to estimate the normalising constant 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: | 1.0 |

Depends: | R (≥ 2.15.0), mvtnorm, tsbugs |

Suggests: | R2OpenBUGS |

Published: | 2013-10-15 |

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_1.0.tar.gz |

OS X binary: | tsbridge_1.0.tgz |

Windows binary: | tsbridge_1.0.zip |