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DESCRIPTION
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DESCRIPTION
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Package: mvgam
Title: Multivariate (Dynamic) Generalized Additive Models
Version: 1.1.4
Date: 2024-12-02
Authors@R: c(person("Nicholas J", "Clark", , "[email protected]",
role = c("aut", "cre"), comment = c(ORCID = "0000-0001-7131-3301")),
person("Sarah", "Heaps", role = c("ctb"),
comment = c("VARMA parameterisations", ORCID = "0000-0002-5543-037X")),
person("Scott", "Pease", role = c("ctb"),
comment = c("broom enhancements", ORCID = "0009-0006-8977-9285")),
person("Matthijs", "Hollanders", role = c("ctb"),
comment = c("ggplot visualizations", ORCID = "0000-0003-0796-1018")))
Description: Fit Bayesian Dynamic Generalized Additive Models to multivariate observations. Users can build 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>.
URL: https://github.com/nicholasjclark/mvgam, https://nicholasjclark.github.io/mvgam/
BugReports: https://github.com/nicholasjclark/mvgam/issues
License: MIT + file LICENSE
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),
mvnfast,
purrr,
dplyr,
magrittr,
rlang,
generics,
tibble (>= 3.0.0),
patchwork (>= 1.2.0)
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
Suggests:
scoringRules,
matrixStats,
cmdstanr (>= 0.5.0),
tweedie,
splines2,
extraDistr,
corpcor,
wrswoR,
xts,
lubridate,
knitr,
collapse,
rmarkdown,
rjags,
coda,
runjags,
usethis,
testthat
Enhances:
gratia (>= 0.9.0),
tidyr
Additional_repositories: https://mc-stan.org/r-packages/
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr