This package implements dynamic Bayesian model averaging as described for continuous outcomes in Raftery et al. (2010, Technometrics) and for binary outcomes in McCormick et al. (2011, Biometrics).
| Package: | dma |
| Type: | Package |
| Version: | 1.4-0 |
| Date: | 2018-10-4 |
| License: | GPL2 |
McCormick, T.M., Raftery, A.E., Madigan, D. and Burd, R.S. (2011) "Dynamic Logistic Regression and Dynamic Model Averaging for Binary Classification." Biometrics, 66:1162-1173.
Raftery, A.E., Karny, M., and Ettler, P. (2010). Online Prediction Under Model Uncertainty Via Dynamic Model Averaging: Application to a Cold Rolling Mill. Technometrics 52:52-66.