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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2302.01607 |
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| _version_ | 1866918295636017152 |
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| author | Tikka, Santtu Helske, Jouni |
| author_facet | Tikka, Santtu Helske, Jouni |
| contents | dynamite is an R package for Bayesian inference of intensive panel (time series) data comprising multiple measurements per multiple individuals measured in time. The package supports joint modeling of multiple response variables, time-varying and time-invariant effects, a wide range of discrete and continuous distributions, group-specific random effects, latent factors, and customization of prior distributions of the model parameters. Models in the package are defined via a user-friendly formula interface, and estimation of the posterior distribution of the model parameters takes advantage of state-of-the-art Markov chain Monte Carlo methods. The package enables efficient computation of both individual-level and aggregated predictions and offers a comprehensive suite of tools for visualization and model diagnostics. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2302_01607 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | dynamite: An R Package for Dynamic Multivariate Panel Models Tikka, Santtu Helske, Jouni Methodology dynamite is an R package for Bayesian inference of intensive panel (time series) data comprising multiple measurements per multiple individuals measured in time. The package supports joint modeling of multiple response variables, time-varying and time-invariant effects, a wide range of discrete and continuous distributions, group-specific random effects, latent factors, and customization of prior distributions of the model parameters. Models in the package are defined via a user-friendly formula interface, and estimation of the posterior distribution of the model parameters takes advantage of state-of-the-art Markov chain Monte Carlo methods. The package enables efficient computation of both individual-level and aggregated predictions and offers a comprehensive suite of tools for visualization and model diagnostics. |
| title | dynamite: An R Package for Dynamic Multivariate Panel Models |
| topic | Methodology |
| url | https://arxiv.org/abs/2302.01607 |