Multivariate (Dynamic) Generalized Additive Models [R package mvgam version 1.1.593]

Nicholas J Clark

mvgam: Multivariate (Dynamic) Generalized Additive Models

Fit Bayesian Dynamic Generalized Additive Models to multivariate observations. Users can build 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 (2023) <doi:10.1111/2041-210X.13974>.

Version: 1.1.593

Depends: R (≥ 3.6.0)

Imports: brms (≥ 2.21.0), methods, mgcv (≥ 1.8-13), insight (≥ 0.19.1), marginaleffects (≥ 0.29.0), 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 (≥ 3.5.0), mvnfast, purrr, dplyr, magrittr, rlang, generics, tibble (≥ 3.0.0), patchwork (≥ 1.2.0)

LinkingTo: Rcpp, RcppArmadillo

Suggests: scoringRules, matrixStats, cmdstanr (≥ 0.5.0), tweedie, splines2, extraDistr, corpcor, wrswoR, ggrepel, ggpp, ggarrow, xts, lubridate, knitr, collapse, rmarkdown, rjags, coda, runjags, usethis, testthat, colorspace

Enhances: gratia (≥ 0.9.0), tidyr

Published: 2025年09月05日

DOI: 10.32614/CRAN.package.mvgam

Author: Nicholas J Clark ORCID iD [aut, cre], KANK Karunarathna ORCID iD [ctb] (ARMA parameterisations and factor models), Sarah Heaps ORCID iD [ctb] (VARMA parameterisations), Scott Pease ORCID iD [ctb] (broom enhancements), Matthijs Hollanders ORCID iD [ctb] (ggplot visualizations)

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, Environmetrics, TimeSeries

CRAN checks: mvgam results

Documentation:

Reference manual: mvgam.html , mvgam.pdf

Downloads:

Package source: mvgam_1.1.593.tar.gz

Windows binaries: r-devel: mvgam_1.1.593.zip, r-release: mvgam_1.1.593.zip, r-oldrel: mvgam_1.1.593.zip

macOS binaries: r-release (arm64): mvgam_1.1.593.tgz, r-oldrel (arm64): mvgam_1.1.593.tgz, r-release (x86_64): mvgam_1.1.593.tgz, r-oldrel (x86_64): mvgam_1.1.593.tgz

Old sources: mvgam archive

Reverse dependencies:

Reverse suggests: marginaleffects

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mvgam to link to this page.