mvgam

Last update 21 January 2026

Copyright license MIT license, File License

Software version identifier PACKAGES.rds, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.1.4, 1.1.51, 1.1.593, 1.1.594

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) <doi:10.1111/2041-210X.13974>.

Cites work

Dynamic generalised additive models ( DGAMs ) for forecasting discrete ecological time series

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