ParMA: Parallelized Bayesian Model Averaging for Generalized Linear Models
This paper describes the gretl function package ParMA, which provides Bayesian model averaging (BMA) in generalized linear models. In order to overcome the lack of analytical specification for many of the models covered, the package features an implementation of the reversible jump Markov chain Mont...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2022-09-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4196 |