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 [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_1.1.3.tgz
Old sources:	mvgam archive

Linking:

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