tsbridge: Calculate normalising constants for Bayesian time series models

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>
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 Snow Leopard binaries: r-release: tsbridge_1.1.tgz, r-oldrel: tsbridge_1.1.tgz
OS X Mavericks binaries: r-release: tsbridge_1.1.tgz
Old sources: tsbridge archive