Easy-to-use and efficient interface for Bayesian inference of complex panel (time series) data using dynamic multivariate panel models by Helske and Tikka (2024) <doi:10.1016/j.alcr.2024.100617>. The package supports joint modeling of multiple measurements per individual, time-varying and time-invariant effects, and a wide range of discrete and continuous distributions. Estimation of these dynamic multivariate panel models is carried out via 'Stan'. For an in-depth tutorial of the package, see (Tikka and Helske, 2024) <doi:10.48550/arXiv.2302.01607>.
Package details |
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Author | Santtu Tikka [aut, cre] (<https://orcid.org/0000-0003-4039-4342>), Jouni Helske [aut] (<https://orcid.org/0000-0001-7130-793X>), Nicholas Clark [rev], Lucy D'Agostino McGowan [rev] |
Maintainer | Santtu Tikka <santtuth@gmail.com> |
License | GPL (>= 3) |
Version | 1.5.6 |
URL | https://docs.ropensci.org/dynamite/ https://github.com/ropensci/dynamite/ |
Package repository | View on CRAN |
Installation |
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