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mvgam

MultiVariate (Dynamic) Generalized Addivite Models

The goal of the mvgam

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Install

install.packages('mvgam')

Monthly Downloads

1,135

Version

1.1.51

License

MIT + file LICENSE

Issues

23

Pull Requests

0

Stars

154

Forks

15

Maintainer

Nicholas J Clark

Last Published

March 14th, 2025

Functions in mvgam (1.1.51)

forecast.mvgam

Extract or compute hindcasts and forecasts for a fitted mvgam object
formula.mvgam

Extract formulae from mvgam objects
how_to_cite.mvgam

Generate a methods description for mvgam models
fitted.mvgam

Expected values of the posterior predictive distribution for mvgam objects
evaluate_mvgams

Evaluate forecasts from fitted mvgam objects
fevd.mvgam

Calculate latent VAR forecast error variance decompositions
gratia_mvgam_enhancements

Enhance post-processing of mvgam models using gratia functionality
get_mvgam_priors

Extract information on default prior distributions for an mvgam model
hindcast.mvgam

Extract hindcasts for a fitted mvgam object
index-mvgam

Index mvgam objects
monotonic

Monotonic splines in mvgam models
lv_correlations

Calculate trend correlations based on latent factor loadings for mvgam models
logLik.mvgam

Compute pointwise Log-Likelihoods from fitted mvgam objects
lfo_cv.mvgam

Approximate leave-future-out cross-validation of fitted mvgam objects
mcmc_plot.mvgam

MCMC plots of mvgam parameters, as implemented in bayesplot
loo.mvgam

LOO information criteria for mvgam models
model.frame.mvgam

Extract model.frame from a fitted mvgam object
mvgam-class

Fitted mvgam object description
irf.mvgam

Calculate latent VAR impulse response functions
jsdgam

Fit Joint Species Distribution Models in mvgam
mvgam_irf-class

mvgam_irf object description
mvgam_forecast-class

mvgam_forecast object description
mvgam_draws

Extract posterior draws from fitted mvgam objects
mvgam_marginaleffects

Helper functions for marginaleffects calculations in mvgam models
mvgam_fevd-class

mvgam_fevd object description
mvgam_families

Supported mvgam families
mvgam

Fit a Bayesian dynamic GAM to a univariate or multivariate set of time series
mvgam_formulae

Details of formula specifications in mvgam models
mvgam_diagnostics

Extract diagnostic quantities of mvgam models
mvgam-package

mvgam: Multivariate (Dynamic) Generalized Additive Models
PW

Specify piecewise linear or logistic trends in mvgam models
plot.mvgam_fevd

Plot forecast error variance decompositions from an mvgam_fevd object
plot.mvgam_lfo

Plot Pareto-k and ELPD values from a mvgam_lfo object
pairs.mvgam

Create a matrix of output plots from a mvgam object
plot_mvgam_factors

Latent factor summaries for a fitted mvgam object
plot.mvgam

Default plots for mvgam models
mvgam_trends

Supported latent trend models in mvgam
plot.mvgam_irf

Plot impulse responses from an mvgam_irf object
plot.mvgam_residcor

Plot residual correlations based on latent factors from a fitted jsdgam
%>%

Pipe operator
plot_mvgam_trend

Plot latent trend predictions from mvgam models
plot_mvgam_series

Plot observed time series used for mvgam modelling
plot_mvgam_forecasts

Plot posterior forecast predictions from mvgam models
plot_mvgam_pterms

Plot parametric term partial effects for mvgam models
plot_mvgam_randomeffects

Plot random effect terms from mvgam models
reexports

Objects exported from other packages
plot_mvgam_smooth

Plot smooth terms from mvgam models
residual_cor.jsdgam

Extract residual correlations based on latent factors from a fitted jsdgam
plot_mvgam_resids

Residual diagnostics for a fitted mvgam object
predict.mvgam

Predict from a fitted mvgam model
print.mvgam

Summary for a fitted mvgam object
residuals.mvgam

Posterior draws of residuals from mvgam models
score.mvgam_forecast

Compute probabilistic forecast scores for mvgam models
plot_mvgam_uncertainty

Plot forecast uncertainty contributions from mvgam models
posterior_predict.mvgam

Draws from the posterior predictive distribution for mvgam objects
posterior_linpred.mvgam

Posterior draws of the linear predictor for mvgam objects
posterior_epred.mvgam

Draws from the expected value of the posterior predictive distribution for mvgam objects
pp_check.mvgam

Posterior Predictive Checks for mvgam models
ppc.mvgam

Plot conditional posterior predictive checks from mvgam models
portal_data

Portal Project rodent capture survey data
summary.mvgam_irf

Posterior summary of impulse responses
summary.mvgam

Summary for a fitted mvgam models
summary.mvgam_fevd

Posterior summary of forecast error variance decompositions
stability.mvgam

Calculate measures of latent VAR community stability
series_to_mvgam

Convert timeseries object to format necessary for mvgam models
sim_mvgam

Simulate a set of time series for modelling in mvgam
update.mvgam

Update an existing mvgam model object
GP

Specify dynamic Gaussian process trends in mvgam models
conditional_effects.mvgam

Display conditional effects of predictors for mvgam models
RW

Specify autoregressive dynamic processes in mvgam
ensemble.mvgam_forecast

Combine forecasts from mvgam models into evenly weighted ensembles
dynamic

Defining dynamic coefficients in mvgam formulae
add_residuals.mvgam

Calculate randomized quantile residuals for mvgam objects
ZMVN

Specify correlated residual processes in mvgam
code

Stan code and data objects for mvgam models
all_neon_tick_data

NEON Amblyomma and Ixodes tick abundance survey data
augment.mvgam

Augment an mvgam object's data