growfunctions: Bayesian Non-Parametric Dependent Models for Time-Indexed Functional Data

Estimates a collection of time-indexed functions under either of Gaussian process (GP) or intrinsic Gaussian Markov random field (iGMRF) prior formulations where a Dirichlet process mixture allows sub-groupings of the functions to share the same covariance or precision parameters. The GP and iGMRF formulations both support any number of additive covariance or precision terms, respectively, expressing either or both of multiple trend and seasonality.

Package details

AuthorTerrance Savitsky
MaintainerTerrance Savitsky <[email protected]>
LicenseGPL (>= 3)
Version0.14
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("growfunctions")

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growfunctions documentation built on April 1, 2018, 12:13 p.m.