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mvgam  

Multivariate (Dynamic) Generalized Additive Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mvgam", "1.1.3")



Attach the package and use:
library("mvgam")
Maintained by
Nicholas J Clark
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-06
Latest Update: 2024-05-10
Description:
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>.
How to cite:
Nicholas J Clark (2024). mvgam: Multivariate (Dynamic) Generalized Additive Models. R package version 1.1.3, https://cran.r-project.org/web/packages/mvgam
Previous versions and publish date:
1.1.0 (2024-05-06 20:50), 1.1.1 (2024-05-10 16:50), 1.1.2 (2024-07-01 09:50)
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