[R] Baysian model averaging method

[Spencer Graves]

	  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 
BMA package.

	  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,
	  spencer graves
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.
> 
> thanks in advance
> 
> 
> ANIL KUMAR( METEOROLOGIST)
> LRF SECTION 
> NATIONAL CLIMATE CENTER 
> ADGM(RESEARCH)
> INDIA METEOROLOGICAL DEPARTMENT
> SHIVIJI NAGAR
> PUNE-411005 INDIA
> MOBILE +919422023277
> anilkumar at imdpune.gov.in
> 
> 	[[alternative HTML version deleted]]
> 
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