I have the same question. This paper may help you. http://eeecon.uibk.ac.at/wopec2/repec/inn/wpaper/2012-10.pdf Best of luck. Paul -- View this message in context: http://r.789695.n4.nabble.com/Predict-in-the-package-R2BayesX-tp4632618p4633145.html Sent from the R help mailing list archive at Nabble.com.