Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms
Calibrate an ensemble Bayesian Model Averaging model
Function for comparing multiple models based on predictive performance
EBMAforecast: Estimate Ensemble Bayesian Model Averaging Forecasts usi...
EBMApredict
An ensemble forecasting data object
Sample data Insurgency Predictions
Build a ensemble forecasting data object
Print and Show methods for forecast data
"Set" functions
Summarize and Plot Ensemble models
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>.