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bayesGAM  

Fit Multivariate Response Generalized Additive Models using Hamiltonian Monte Carlo
View on CRAN: Click here


Download and install bayesGAM package within the R console
Install from CRAN:
install.packages("bayesGAM")

Install from Github:
library("remotes")
install_github("cran/bayesGAM")

Install by package version:
library("remotes")
install_version("bayesGAM", "0.0.2")



Attach the package and use:
library("bayesGAM")
Maintained by
Samuel Thomas
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-11-18
Latest Update:
Description:
The 'bayesGAM' package is designed to provide a user friendly option to fit univariate and multivariate response Generalized Additive Models (GAM) using Hamiltonian Monte Carlo (HMC) with few technical burdens. The functions in this package use 'rstan' (Stan Development Team 2020) to call 'Stan' routines that run the HMC simulations. The 'Stan' code for these models is already pre-compiled for the user. The programming formulation for models in 'bayesGAM' is designed to be familiar to analysts who fit statistical models in 'R'. Carpenter, B., Gelman, A., Hoffman, M. D., Lee, D., Goodrich, B., Betancourt, M., ... & Riddell, A. (2017). Stan: A probabilistic programming language. Journal of statistical software, 76(1). Stan Development Team. 2018. RStan: the R interface to Stan. R package version 2.17.3. Neal, Radford (2011) "Handbook of Markov Chain Monte Carlo" ISBN: 978-1420079418. Betancourt, Michael, and Mark Girolami. "Hamiltonian Monte Carlo for hierarchical models." Current trends in Bayesian methodology with applications 79.30 (2015): 2-4. Thomas, S., Tu, W. (2020) "Learning Hamiltonian Monte Carlo in R" , Gelman, A., Carlin, J. B., Stern, H. S., Dunson, D. B., Vehtari, A., & Rubin, D. B. (2013) "Bayesian Data Analysis" ISBN: 978-1439840955, Agresti, Alan (2015) "Foundations of Linear and Generalized Linear Models ISBN: 978-1118730034, Pinheiro, J., Bates, D. (2006) "Mixed-effects Models in S and S-Plus" ISBN: 978-1441903174. Ruppert, D., Wand, M. P., & Carroll, R. J. (2003). Semiparametric regression (No. 12). Cambridge university press. ISBN: 978-0521785167.
How to cite:
Samuel Thomas (2020). bayesGAM: Fit Multivariate Response Generalized Additive Models using Hamiltonian Monte Carlo. R package version 0.0.2, https://cran.r-project.org/web/packages/bayesGAM. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:20), 0.0.1 (2020-11-18 11:20), 0.0.2 (2022-03-17 09:30)
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Complete documentation for bayesGAM
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