mvgam: Multivariate (Dynamic) Generalized Additive Models

Fit Bayesian Dynamic Generalized Additive Models to sets of time series. Users can build dynamic nonlinear State-Space models that can incorporate semiparametric effects in observation and process components, using a wide range of observation families. Estimation is performed using Markov Chain Monte Carlo with Hamiltonian Monte Carlo in the software 'Stan'. References: Clark & Wells (2022) <doi:10.1111/2041-210X.13974>.

Version:	1.1.1
Depends:	R (≥ 3.6.0), mgcv (≥ 1.8-13), Rcpp (≥ 0.12.0), brms (≥ 2.17), marginaleffects, insight (≥ 0.19.1), methods
Imports:	rstan (≥ 2.29.0), posterior (≥ 1.0.0), loo (≥ 2.3.1), rstantools (≥ 2.1.1), bayesplot (≥ 1.5.0), ggplot2 (≥ 2.0.0), matrixStats, parallel, pbapply, mvnfast, purrr, zoo, scoringRules, smooth, dplyr, magrittr, Matrix, rlang
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	cmdstanr (≥ 0.5.0), tweedie, splines2, extraDistr, wrswoR, xts, lubridate, knitr, collapse, rmarkdown, rjags, coda, runjags, usethis, testthat
Published:	2024-05-10
DOI:	10.32614/CRAN.package.mvgam
Author:	Nicholas J Clark [aut, cre]
Maintainer:	Nicholas J Clark <nicholas.j.clark1214 at gmail.com>
BugReports:	https://github.com/nicholasjclark/mvgam/issues
License:	MIT + file LICENSE
URL:	https://github.com/nicholasjclark/mvgam, https://nicholasjclark.github.io/mvgam/
NeedsCompilation:	yes
Additional_repositories:	https://mc-stan.org/r-packages/
Citation:	mvgam citation info
Materials:	README NEWS
In views:	Bayesian, TimeSeries
CRAN checks:	mvgam results

Documentation:

Reference manual:	mvgam.pdf
Vignettes:	Formatting data for use in mvgam Forecasting and forecast evaluation in mvgam Overview of the mvgam package N-mixtures in mvgam Shared latent states in mvgam Time-varying effects in mvgam State-Space models in mvgam

Downloads:

Package source:	mvgam_1.1.1.tar.gz
Windows binaries:	r-devel: mvgam_1.1.1.zip, r-release: mvgam_1.1.1.zip, r-oldrel: mvgam_1.1.1.zip
macOS binaries:	r-release (arm64): mvgam_1.1.1.tgz, r-oldrel (arm64): mvgam_1.1.1.tgz, r-release (x86_64): mvgam_1.1.1.tgz, r-oldrel (x86_64): mvgam_1.1.1.tgz
Old sources:	mvgam archive

Linking:

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