growfunctions
swMATH16375CRANgrowfunctionsMaRDI QIDQ28245FDOQ28245
Bayesian Non-Parametric Dependent Models for Time-Indexed Functional Data
Last update: 12 December 2023
Copyright license: GNU General Public License
Software version identifier: 0.15, 0.1, 0.11, 0.12, 0.13, 0.14, 0.16
Source code repository: https://github.com/cran/growfunctions
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.
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