Package: EBMAforecast 1.0.32

EBMAforecast: Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms

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>.

Authors:Florian M. Hollenbach [aut, cre], Jacob M. Montgomery [aut], Michael D. Ward [aut]

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EBMAforecast.pdf |EBMAforecast.html✨
EBMAforecast/json (API)

# Install 'EBMAforecast' in R:

install.packages('EBMAforecast', repos = c('https://fhollenbach.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/fhollenbach/ebma/issues

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

calibrationSample - Sample data Insurgency Predictions
presidentialForecast - Sample data Presidential Election
testSample - Sample data Insurgency Predictions

On CRAN:

cpp

3.56 score 2 stars 1 packages 12 scripts 402 downloads 13 exports 61 dependencies

Last updated from:04118be6f8. Checks:4 WARNING, 9 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	WARNING	138
linux-devel-x86_64	WARNING	144
source / vignettes	OK	203
linux-release-arm64	OK	146
linux-release-x86_64	OK	148
macos-release-arm64	OK	150
macos-release-x86_64	OK	260
macos-oldrel-arm64	OK	184
macos-oldrel-x86_64	OK	523
windows-devel	WARNING	114
windows-release	WARNING	109
windows-oldrel	OK	101
wasm-release	OK	126

Exports:calibrateEnsemble compareModels EBMApredict makeForecastData plot print setModelNames<-setOutcomeCalibration<-setOutcomeTest<-setPredCalibration<-setPredTest<-show summary

Dependencies:abind backports base64enc bslib cachem checkmate cli cluster colorspace cpp11 data.table digest evaluate farver fastmap fontawesome foreign Formula fs ggplot2 glue gridExtra gtable gtools highr Hmisc htmlTable htmltools htmlwidgets isoband jquerylib jsonlite knitr labeling lifecycle magrittr MASS memoise mime nnet plyr R6 rappdirs RColorBrewer Rcpp rlang rmarkdown rpart rstudioapi S7 sass scales separationplot stringi stringr tinytex vctrs viridisLite withr xfun yaml

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Calibrate an ensemble Bayesian Model Averaging model	calibrateEnsemble calibrateEnsemble,ForecastData-method
Sample data Insurgency Predictions	calibrationSample testSample
Function for comparing multiple models based on predictive performance	compareModels compareModels,ForecastData-method CompareModels-class
EBMApredict	EBMApredict EBMApredict,ForecastData-method
An ensemble forecasting data object	ForecastData-class
Build a ensemble forecasting data object	makeForecastData makeForecastData,ANY-method
Sample data Presidential Election	presidentialForecast
Print and Show methods for forecast data	print,ForecastData-method print,SummaryForecastData-method show,ForecastData-method show,SummaryForecastData-method
"Set" functions	setModelNames<- setModelNames<-,ForecastData-method setOutcomeCalibration<- setOutcomeCalibration<-,ForecastData-method setOutcomeTest<- setOutcomeTest<-,ForecastData-method setPredCalibration<- setPredCalibration<-,ForecastData-method setPredTest<- setPredTest<-,ForecastData-method
Summarize and Plot Ensemble models	plot,FDatFitLogit-method plot,FDatFitNormal-method summary,FDatFitLogit-method summary,FDatFitNormal-method SummaryForecastData-class