Easy-to-use and efficient interface for
Bayesian inference of complex panel (time series) data using dynamic
multivariate panel models by Helske and Tikka (2022)
<doi:10.31235/osf.io/mdwu5>. The package supports joint modeling of multiple
measurements per individual, time-varying and time-invariant effects, and a
wide range of discrete and continuous distributions. Estimation of these
dynamic multivariate panel models is carried out via 'Stan'.
Version: |
1.0.1 |
Depends: |
R (≥ 3.5.0) |
Imports: |
bayesplot, checkmate, cli, data.table, glue, ggplot2, loo, MASS, methods, posterior, rlang, rstan, stats, tibble (≥
2.0.0), utils |
Suggests: |
cmdstanr, covr, dplyr, knitr, plm, rmarkdown, testthat (≥
3.0.0), tidyr |
Published: |
2022-12-23 |
Author: |
Santtu Tikka
[aut, cre],
Jouni Helske
[aut],
Nicholas Clark [rev],
Lucy D’Agostino McGowan [rev] |
Maintainer: |
Santtu Tikka <santtuth at gmail.com> |
BugReports: |
https://github.com/ropensci/dynamite/issues/ |
License: |
GPL (≥ 3) |
URL: |
https://docs.ropensci.org/dynamite/,
https://github.com/ropensci/dynamite/ |
NeedsCompilation: |
no |
Additional_repositories: |
https://mc-stan.org/r-packages/ |
Citation: |
dynamite citation info |
Materials: |
README NEWS |
CRAN checks: |
dynamite results |