New paper - Bayesian inference for DEB models
03 Jan 2019 Philipp Boersch-Supan paper Bayes R Software Tweet this!A new paper with Leah Johnson on Bayesian inference in Dynamic Energy Budget models has just been published in the Journal of Sea Research: Two case studies detailing Bayesian parameter inference for dynamic energy budget models.
Our paper walks through two case studies to illustrate how the parameters for two different types of dynamic energy budget models can be inferred from data using the deBInfer R package.
An open access preprint can be found on bioRxiv and the code underlying the paper is archived on zenodo.
