Package: mvgam
Title: Multivariate (Dynamic) Generalized Additive Models
Version: 1.1.1
Date: 2024-05-10
Authors@R: person("Nicholas J", "Clark", , "nicholas.j.clark1214@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-7131-3301"))
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>.
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), mgcv (>= 1.8-13), Rcpp (>= 0.12.0), brms (>=
        2.17), marginaleffects, insight (>= 0.19.1), methods
Imports: rstan (>= 2.29.0), posterior (>= 1.0.0), loo (>= 2.3.1),
        rstantools (>= 2.1.1), bayesplot (>= 1.5.0), ggplot2 (>=
        2.0.0), matrixStats, parallel, pbapply, mvnfast, purrr, zoo,
        scoringRules, smooth, dplyr, magrittr, Matrix, rlang
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.3
Suggests: cmdstanr (>= 0.5.0), tweedie, splines2, extraDistr, wrswoR,
        xts, lubridate, knitr, collapse, rmarkdown, rjags, coda,
        runjags, usethis, testthat
Additional_repositories: https://mc-stan.org/r-packages/
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-05-10 08:19:25 UTC; uqnclar2
Author: Nicholas J Clark [aut, cre] (<https://orcid.org/0000-0001-7131-3301>)
Maintainer: Nicholas J Clark <nicholas.j.clark1214@gmail.com>
Repository: CRAN
Date/Publication: 2024-05-10 14:50:24 UTC
