mvgam-package: mvgam: Multivariate (Dynamic) Generalized Additive Models
In mvgam: Multivariate (Dynamic) Generalized Additive Models
mvgam-package R Documentation
mvgam: Multivariate (Dynamic) Generalized Additive Models
Description
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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/2041-210X.13974")}.
Author(s)
Maintainer: Nicholas J Clark nicholas.j.clark1214@gmail.com (ORCID)
Other contributors:
KANK Karunarathna (ORCID) (ARMA parameterisations and factor models) [contributor]
Sarah Heaps (ORCID) (VARMA parameterisations) [contributor]
Scott Pease (ORCID) (broom enhancements) [contributor]
Matthijs Hollanders (ORCID) (ggplot visualizations) [contributor]
See Also
Useful links:
mvgam documentation built on Jan. 21, 2026, 9:07 a.m.
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| mvgam-package | R Documentation |
mvgam: Multivariate (Dynamic) Generalized Additive Models
Description
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) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1111/2041-210X.13974")}.
Author(s)
Maintainer: Nicholas J Clark nicholas.j.clark1214@gmail.com (ORCID)
Other contributors:
KANK Karunarathna (ORCID) (ARMA parameterisations and factor models) [contributor]
Sarah Heaps (ORCID) (VARMA parameterisations) [contributor]
Scott Pease (ORCID) (broom enhancements) [contributor]
Matthijs Hollanders (ORCID) (ggplot visualizations) [contributor]
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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