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summary()
for better guidance on
how to investigate poor HMC sampler behavioursggplot
objects in place of base R plots for broader
customisationtype
s to the pp_check()
function to allow more targeted investigations of randomized quantile
residual distributionsplot.mvgam_residcor()
function for nicer
plotting of estimated residual correlations from jsdgam
objectssummary()
functions to calculate useful posterior
summaries from objects of class mvgam_irf
and
mvgam_fevd
(see ?irf
and ?fevd
for examples)nmix()
models with some slight
restructuring of the model objects (#102)forecast()
functionhow_to_cite.mvgam()
function to generate a
scaffold methods description of fitted models, which can hopefully make
it easier for users to fully describe their programming environmentggplot
objects in place of base plots (thanks to @mhollanders #38)score = 'brier'
) as an option in
score.mvgam_forecast()
for scoring forecasts of binary
variables when using family = bernoulli()
(#80)augment()
function to add residuals and fitted
values to an mvgam object’s observed data (thanks to @swpease #83)gp()
effects with more
than one covariate and with different kernel functions (#79)jsdgam()
to estimate Joint Species
Distribution Models in which both the latent factors and the observation
model components can include any of mvgam’s complex linear predictor
effects. Also added a function residual_cor()
to compute
residual correlation, covariance and precision matrices from
jsdgam
models. See ?mvgam::jsdgam
and
?mvgam::residual_cor
for detailsstability.mvgam()
method to compute stability
metrics from models fit with Vector Autoregressive dynamics (#21 and
#76)?mvgam::AR
for an exampleZMVN()
error models for estimating Zero-Mean
Multivariate Normal errors; convenient for working with non time-series
data where latent residuals are expected to be correlated (such as when
fitting Joint Species Distribution Models); see
?mvgam::ZMVN
for examplesfevd.mvgam()
method to compute forecast error
variance decompositions from models fit with Vector Autoregressive
dynamics (#21 and #76)use_stan
, jags_path
,
data_train
, data_test
,
adapt_delta
, max_treedepth
and
drift
have been removed from primary functions to
streamline documentation and reflect the package’s mission to deprecate
‘JAGS’ as a suitable backend. Both adapt_delta
and
max_treedepth
should now be supplied in a named
list()
to the new argument control
marginaleffects::comparisons
functions appropriately recognise internal rowid
variablesensemble
provides appropriate
weighting of forecast draws (#98)trend_map
recognises
levels of the series
factorlfo_cv
recognises the actual times in
time
, just in case the user supplies data that doesn’t
start at t = 1
. Also updated documentation to better
reflect thisupdate.mvgam
captures any
knots
or trend_knots
arguments that were
passed to the original model calltrend_formula
is supplied. This breaks the assumption that
the process has to be zero-centred, adding more modelling flexibility
but also potentially inducing nonidentifiabilities with respect to any
observation model intercepts. Thoughtful priors are a must for these
modelsstandata.mvgam_prefit
,
stancode.mvgam
and stancode.mvgam_prefit
methods for better alignment with ‘brms’ workflowsdraw()
to be used for ‘mvgam’ models if ‘gratia’ is
already installedensemble.mvgam_forecast()
method to generate
evenly weighted combinations of probabilistic forecast
distributionsirf.mvgam()
method to compute Generalized and
Orthogonalized Impulse Response Functions (IRFs) from models fit with
Vector Autoregressive dynamicsdrift
argument has been deprecated. It is now
recommended for users to include parametric fixed effects of “time” in
their respective GAM formulae to capture any expected drift effectssilent
argument if the user’s version of
‘cmdstanr’ is adequateread_csv_as_stanfit
can be imported, which should
future-proof the conversion of ‘cmdstanr’ models to stanfit
objects (#70)silent
argument in
mvgam()
gam
object’s
convergence criteria, resulting in much faster model setupstrend_model = 'None'
in
State-Space models, increasing flexibility by ensuring the process error
evolves as white noise (#51)nmix()
) can now be modeled with multiple
threadsconditional_effects.mvgam()
from handling effects with
three-way interactionsmvgam
to CRANThese binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.