easystats / easystats/parameters
Model-averaged estimates/intervals/distributions
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- Dominant language
- R
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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}.
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
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.
Assessment
- Tech stack
- r
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100