[Gretl-users] Re: The new ParMA package
Am 13.08.2020 um 11:56 schrieb Riccardo (Jack) Lucchetti:
Folks,
Luca Pedini and myself have just released version 0.9 of the new ParMA
package.
"ParMA" stands for Parallelised Model Averaging. Basically, you can do
Bayesian Model Averaging on Generalised Linear Models (which includes
Poisson regression, Probit and more) using parallelisation if available.
To install
<hansl>
pkg install ParMA.zip
</hansl>
Comments welcome!
Thank you Jack and Luca for this substantial effort!
Perhaps you could clarify the relationship to the existing BMA package
by Marcin Błażejowski and Jacek Kwiatkowski? Both do Bayesian Model
Averaging; AFAICS ParMA does a wider range of model types, but perhaps
BMA does other things within the linear regression framework that are
not in ParMA?
thanks
sven