How to perform Bayesian Model Averaging on MATLAB or Python?

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Mohamed-Mourad Lafifi

Dear Min Yan Chia,

I suggest you to see link and attached file which I hope will bring you closer to the solution of your problem.

Article Using Bayesian dynamical systems, model averaging and neural...

Best regards

Ali Abedi Madiseh

Follow this link.

It,s python code.

https://stackoverflow.com/questions/54357300/bayesian-averaging-in-a-dataframe