Estimate Ensemble Bayesian Model Averaging Forecasts using Gibbs Sampling or EM-Algorithms
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK8 OK2026-05-05
Show 1 earlier changeHide 1 earlier change
- WARNING9 OK, 5 WARNING2026-03-10
Documentation
- Help pages
- 11 (1 internal)includes a package overview page
- Examples that run
- 0%8 never run
- Exported functions with examples
- 75%
- Documented parameters
- 88%
- Return-value docs
- 100%
- Help pages citing references
- 73%
Also includes 2 demo scripts (run with demo())
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 5
- Median days to close, 50 most recently updated closed PRs
- 6
Stars over time
Forks over time
Issues over time
PRs over time
Checks run against github.com/fhollenbach/ebma on 2026-10-21.
No development-tooling practices detected in the upstream repository.
Dependencies
Installing EBMAforecast adds 56 packages (29 with compiled code, 54 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
Code & Tests
Datasets
People & History
Previously maintained by Jacob Montgomery (0.3 to 0.42).
Pick two releases to compare their code metrics.
- unarchivedReturned to CRAN2026-05-04
- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2026-04-02issues were not corrected in time
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- unarchivedReturned to CRAN2020-05-20
- RR 4.0.0 released · 2020-04-24
- archivedRemoved from CRAN2020-02-19check problems were not corrected despite reminders
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
Show 17 earlier eventsHide 17 earlier events
- RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- 2.15.3Latest
- 2.15.22012-08-22 · diff ↗
- 2.15.12012-05-06 · diff ↗
- 1.0.332026-05-04 · diff ↗
- 1.0.322024-03-20 · diff ↗
- 1.0.312023-11-10 · diff ↗
- 1.0.32022-10-13 · diff ↗
- 1.0.22020-10-28 · diff ↗
- 1.0.02020-05-20 · diff ↗ ·
removed 4 exports
setModelNames<-, setOutcomeCalibration<-, setOutcomeTest<-, setPredTest<- - 0.522016-02-10 · diff ↗ ·
added 8 exports
setModelNames<-, setOutcomeCalibration<-, setOutcomeTest<-, setPredTest<-, EBMApredict, calibrateEnsemble, compareModels, makeForecastData - 0.422013-02-25 · diff ↗
- 0.412012-08-23 · diff ↗
- 0.42012-08-21 · diff ↗
- 0.32012-06-14
- RR 2.15.0 released · 2012-03-30
Package metadata
- First published
- 2012-05-06
- Total releases
- 14 / 14 yrs
- License
- GPL (>= 2) OSI
- Bundled data
- 13 KB / 3 files
- Download size
- 97 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("EBMAforecast")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
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