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tsbridge

swMATH ID: 12354
Software Authors: Guy J. Abel; Jackie S. T. Wong
Description: tsbridge: Calculate normalising constants for Bayesian time series models. The tsbridge package contains a collection of R functions that can be used to estimate normalising constants using the bridge sampler of Meng and Wong (1996). The functions can be applied to calculate posterior model probabilities for a variety of time series Bayesian models, where parameters are estimated using BUGS, and models themselves are created using the tsbugs package.
Homepage: http://cran.r-project.org/web/packages/tsbridge/index.html
Source Code:  https://github.com/cran/tsbridge
Dependencies: R
Related Software: R; WinBUGS; BayesDA; JAGS; LISREL; bridgesampling; RStan; rstan; BUGS; EQS; BayesLogit; CODA; GMRFLib; KernSmooth; R2WinBUGS; Stan; GitHub; spatial; fda (R); JASP
Cited in: 183 Documents
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Cited by 323 Authors

11 Lee, Sik-Yum
9 Chen, Minghui
8 Frühwirth-Schnatter, Sylvia
8 Song, Xinyuan
5 Forster, Jonathan J.
5 Meng, Xiaoli
5 Ntzoufras, Ioannis
5 Shao, Qi-Man
3 Craiu, Radu V.
3 Doss, Hani
3 Friel, Nial
3 Ibrahim, Joseph George
3 Nandram, Balgobin
3 Pettitt, Anthony N.
3 Sun, Dongchu
3 Vitoratou, Silia
3 Wasserman, Larry Alan
2 Alzahrani, Naif
2 Ando, Tomohiro
2 Ardia, David
2 Bauwens, Luc Claude A.
2 Deschamps, Philippe J.
2 Dey, Dipak Kumar
2 Dorffner, Georg
2 Gelman, Andrew
2 Gronau, Quentin F.
2 Gupta, Mayetri
2 Hoogerheide, Lennart F.
2 Kadane, Joseph Born
2 Kass, Robert E.
2 Kaufmann, Sylvia
2 Klugkist, Irene
2 Lazar, Nicole A.
2 Li, Yong
2 Liang, Faming
2 Liu, Jun S.
2 Lopes, Hedibert Freitas
2 Matzke, Dora
2 McKinley, Trevelyan J.
2 Miazhynskaia, Tatiana
2 Mira, Antonietta
2 Moller, Jesper
2 Morey, Richard D.
2 Moustaki, Irini
2 Neal, Peter J.
2 Ni, Zhongxin
2 Nicholls, Geoff K.
2 Pauler, Donna K.
2 Raftery, Adrian E.
2 Reese, C. Shane
2 Rombouts, Jeroen V. K.
2 Rouder, Jeffrey N.
2 Scaccia, Luisa
2 Shi, Jianqing
2 Smith, Peter W. F.
2 Speckman, Paul L.
2 Spencer, Simon Edward Frank
2 Steel, Mark F. J.
2 Stoltz, Gabriel
2 Tang, Niansheng
2 Touloupou, Panayiota
2 van Dijk, Herman K.
2 Verdinelli, Isabella
2 Wagenmakers, Eric-Jan
2 Waggoner, Daniel F.
2 Wong, Jackie S. T.
2 Wong, Wing Hung
2 Wyse, Jason
2 Yu, Philip Leung Ho
2 Zha, Tao
1 Ahmadian, Yashar
1 Andrieu, Christophe
1 Annis, Jeffrey
1 Aßmann, Christian
1 Atchadé, Yves F.
1 Barker, Richard J.
1 Bartolucci, Francesco
1 Baştürk, Nalan
1 Berg, Arthur
1 Berkhof, Johannes
1 Berthelsen, Kasper K.
1 Bhattacharya, Bhaskar
1 Bhattacharya, Sourabh
1 Boehm, Udo
1 Bouranis, Lampros
1 Boys, Richard J.
1 Boysen-Hogrefe, Jens
1 Bürkner, Paul-Christian
1 Buta, Eugenia
1 Caldwel, Allen
1 Cameron, Ewan
1 Cao, Jiguo
1 Carroll, Raymond James
1 Casella, George
1 Castellano, Rosella
1 Cavanagh, William G.
1 Chakraborty, Saptarshi
1 Chatterjee, Sourav
1 Chen, Cuixian
1 Chen, Fang
...and 223 more Authors
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Cited in 61 Serials

20 Computational Statistics and Data Analysis
14 Journal of the American Statistical Association
14 Statistica Sinica
11 Statistics and Computing
6 Psychometrika
6 Biometrika
6 Journal of Econometrics
6 Journal of Mathematical Psychology
6 Statistical Science
6 Journal of Statistical Computation and Simulation
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5 Journal of Statistical Planning and Inference
4 The American Statistician
4 Biometrics
4 The Annals of Applied Statistics
3 Neural Computation
3 The Econometrics Journal
3 Behaviormetrika
2 Journal of Time Series Analysis
2 Communications in Statistics. Simulation and Computation
2 Biostatistics
2 Brazilian Journal of Probability and Statistics
2 Multiscale Modeling & Simulation
2 Journal of the Korean Statistical Society
2 Journal of Computational and Graphical Statistics
2 Springer Series in Statistics
1 The Canadian Journal of Statistics
1 Annals of the Institute of Statistical Mathematics
1 International Statistical Review
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 Insurance Mathematics & Economics
1 Physica D
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1 SIAM Review
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1 Studies in Nonlinear Dynamics and Econometrics
1 Journal of the Royal Statistical Society. Series A. Statistics in Society
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 CEJOR. Central European Journal of Operations Research
1 Foundations of Computational Mathematics
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1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
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