The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

walker: Bayesian Generalized Linear Models with Time-Varying Coefficients

Efficient Bayesian generalized linear models with time-varying coefficients as in Helske (2022, <doi:10.1016/j.softx.2022.101016>). Gaussian, Poisson, and binomial observations are supported. The Markov chain Monte Carlo (MCMC) computations are done using Hamiltonian Monte Carlo provided by Stan, using a state space representation of the model in order to marginalise over the coefficients for efficient sampling. For non-Gaussian models, the package uses the importance sampling type estimators based on approximate marginal MCMC as in Vihola, Helske, Franks (2020, <doi:10.1111/sjos.12492>).

Version: 1.0.10
Depends: bayesplot, R (≥ 3.4.0), rstan (≥ 2.26.0)
Imports: coda, dplyr, Hmisc, ggplot2, KFAS, loo, methods, Rcpp (≥ 0.12.9), RcppParallel, rlang, rstantools (≥ 2.0.0)
LinkingTo: BH (≥ 1.66.0), Rcpp (≥ 0.12.9), RcppArmadillo, RcppEigen (≥ 0.3.3.3.0), RcppParallel, rstan (≥ 2.26.0), StanHeaders (≥ 2.26.0)
Suggests: diagis, gridExtra, knitr (≥ 1.11), rmarkdown (≥ 0.8.1), testthat
Published: 2024-08-30
DOI: 10.32614/CRAN.package.walker
Author: Jouni Helske ORCID iD [aut, cre]
Maintainer: Jouni Helske <jouni.helske at iki.fi>
BugReports: https://github.com/helske/walker/issues
License: GPL (≥ 3)
URL: https://github.com/helske/walker
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: walker citation info
Materials: README
CRAN checks: walker results

Documentation:

Reference manual: walker.pdf
Vignettes: Efficient Bayesian generalized linear models with time-varying coefficients (source, R code)

Downloads:

Package source: walker_1.0.10.tar.gz
Windows binaries: r-devel: walker_1.0.10.zip, r-release: walker_1.0.10.zip, r-oldrel: walker_1.0.10.zip
macOS binaries: r-release (arm64): walker_1.0.10.tgz, r-oldrel (arm64): walker_1.0.10.tgz, r-release (x86_64): walker_1.0.10.tgz, r-oldrel (x86_64): walker_1.0.10.tgz
Old sources: walker archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=walker 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.
Health stats visible at Monitor.