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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: 1.1.3
Depends: R (≥ 3.6.0)
Imports: brms (≥ 2.21.0), methods, mgcv (≥ 1.8-13), insight (≥ 0.19.1), marginaleffects (≥ 0.16.0), Rcpp (≥ 0.12.0), rstan (≥ 2.29.0), posterior (≥ 1.0.0), loo (≥ 2.3.1), rstantools (≥ 2.1.1), bayesplot (≥ 1.5.0), ggplot2 (≥ 2.0.0), parallel, pbapply, mvnfast, purrr, zoo, smooth, dplyr, magrittr, Matrix, rlang
LinkingTo: Rcpp, RcppArmadillo
Suggests: scoringRules, matrixStats, cmdstanr (≥ 0.5.0), tweedie, splines2, extraDistr, wrswoR, xts, lubridate, knitr, collapse, rmarkdown, rjags, coda, runjags, usethis, testthat
Enhances: gratia (≥ 0.9.0), tibble (≥ 3.0.0), tidyr
Published: 2024-09-04
DOI: 10.32614/CRAN.package.mvgam
Author: Nicholas J Clark ORCID iD [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 (source, R code)
Forecasting and forecast evaluation in mvgam (source, R code)
Overview of the mvgam package (source, R code)
N-mixtures in mvgam (source, R code)
Shared latent states in mvgam (source, R code)
Time-varying effects in mvgam (source, R code)
State-Space models in mvgam (source, R code)

Downloads:

Package source: mvgam_1.1.3.tar.gz
Windows binaries: r-devel: mvgam_1.1.3.zip, r-release: mvgam_1.1.3.zip, r-oldrel: mvgam_1.1.3.zip
macOS binaries: r-release (arm64): mvgam_1.1.3.tgz, r-oldrel (arm64): mvgam_1.1.3.tgz, r-release (x86_64): mvgam_1.1.3.tgz, r-oldrel (x86_64): mvgam_1.1.1.tgz
Old sources: mvgam archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mvgam to link to this page.

These 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.
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