I'm not certain what you are asking. Do you want to fit a time
series model using Bayesian Model Averaging (BMA), or do you want to
predictions with confidence intervals from a BMA fit or both? For any
of these, I suggest you start with the posting guide!
"www.R-project.org/posting-guide.html" and with "RSiteSearch" in
particular. I just got 31 hits from 'RSiteSearch("Baysian model
averaging")', which included discussions of the BMA and ensembleBMA
packages as well as an article on "BMA: An R package for Bayesian Model
Averaging" by Raferty, Painter and Volinsky, 3 of the 4 authors of the
I couldn't find a function for a BMA time series fit. If I wanted
that, I'd probably start by asking the maintainers for "BMA" and
"ensembleBMA" (cc'ed on this reply) and by reading the code for the
nearest things I could find. I'd make local copies of one or more
functions and try to walk through the code line by line until I thought
I understood it well enough to modify it to do what I wanted. With
luck, someone may reply to this email with hints or even code that might
make that task easier.
hope this helps,
p.s. If I had understood your question better, I might have been able
to supply more useful suggestions.
anil kumar rohilla wrote:
> HI, List
> I want to know weather any body has used BMA Package for model
averaging for prediction of future values.....What are the paprmeters
we have to suplly to the model. Any script for the same.