Model-averaged estimates/intervals/distributions
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Assessment
- Difficulty
- 5/5
- Estimated time
- Over a week
- Newbie friendliness
- 25/100
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
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
Contributor guide
First steps
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- Open a pull request that references the issue number.
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