Other packages > Find by keyword >

ngme2  

Linear Latent Non-Gaussian Models with Flexible Distributions
View on CRAN: Click here


Download and install ngme2 package within the R console
Install from CRAN:
install.packages("ngme2")

Install from Github:
library("remotes")
install_github("cran/ngme2")

Install by package version:
library("remotes")
install_version("ngme2", "1.0.0")



Attach the package and use:
library("ngme2")
Maintained by
Xiaotian Jin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-04-28
Latest Update: 2026-04-28
Description:
Fits and analyzes linear latent non-Gaussian models for temporal, spatial, and space-time data. The package provides model components for autoregressive and Ornstein-Uhlenbeck processes, random walks, Matern fields based on stochastic partial differential equations, separable and non-separable space-time models, graph-based Matern models, bivariate type-G fields, and user-defined sparse operators. Latent fields and observation models can use Gaussian and non-Gaussian noise distributions, including normal inverse Gaussian, generalized asymmetric Laplace, and skew-t distributions. Functions are included for simulation, likelihood-based estimation, prediction, cross-validation, convergence diagnostics, stochastic gradient optimization, batch-means confidence intervals, and posterior-like sampling. The modeling framework is described in Bolin, Jin, Simas and Wallin (2026) "A Unified and Computationally Efficient Non-Gaussian Statistical Modeling Framework" <doi:10.48550/arXiv.2602.23987>.
How to cite:
Xiaotian Jin (2026). ngme2: Linear Latent Non-Gaussian Models with Flexible Distributions. R package version 1.0.0, https://cran.r-project.org/web/packages/ngme2. Accessed 03 Oct. 2026.
Previous versions and publish date:
(2026-09-27 11:00), 0.9.7 (2026-04-28 20:50), 0.9.8 (2026-05-20 09:40)
Other packages that cited ngme2 R package
View ngme2 citation profile
Other R packages that ngme2 depends, imports, suggests or enhances
Complete documentation for ngme2
Functions, R codes and Examples using the ngme2 R package
Full ngme2 package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
cccrm  
Concordance Correlation Coefficient for Repeated (and Non-Repeated) Measures
Estimates the Concordance Correlation Coefficient to assess agreement. The scenarios considered are ...
Download / Learn more Package Citations See dependency  
WA  
While-Alive Loss Rate for Recurrent Event in the Presence of Death
Contains inferential and graphical routines for multi-group analysis of while-alive loss (or event) ...
Download / Learn more Package Citations See dependency  
Maintainer: Lu Mao (view profile)
sudokuAlt  
Tools for Making and Spoiling Sudoku Games
Tools for making, retrieving, displaying and solving sudoku games. This package is an alternative to ...
Download / Learn more Package Citations See dependency  
mxmmod  
Measurement Model of Derivatives in 'OpenMx'
Provides a convenient interface in 'OpenMx' for building Estabrook's (2015) ...
Download / Learn more Package Citations See dependency  

28,905

R Packages

247,686

Dependencies

76,495

Author Associations

28,834

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA