Model-averaged estimates/intervals/distributions

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Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
25/100
Issue type
Feature
Clarity
Mostly clear
Activity status
Stale
Tech stack
r
Domain
data

Research direction

No files, tests, or entry points are named. Start by reviewing the parameters package structure and the linked MATA and loo model-weighting documentation, then clarify the weighting, interval, density, and see-plotting interfaces; done means an agreed function design that supports the requested averaging methods and the proposed performance dependency.

Written by the indexing model from the issue text.

Description

Feature idea :fire:

There's now a convenient package for computing frequentist model-averaged CIs/CDs https://cran.r-project.org/web/packages/MATA/index.html

As well as for Bayesian model-averaging/stacking https://mc-stan.org/loo/reference/loo_model_weights.html

We should have a function to compute average estimates/intervals/densities. It should permit choice of weighting method, interval method, and be passable to {see} for plotting.

For frequentist averaging, that's usually done based on information criteria, so this would entail a soft dependency of {parameters} on {performance}.

Dominant language
R
Stars
499
Forks
45
Avg merge
3d 1h
Merged PRs (30d)
3

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