Updated 9 months ago
mvgam
{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting
bayesian-statistics
dynamic-factor-models
ecological-modelling
forecasting
gaussian-process
generalised-additive-models
generalized-additive-models
joint-species-distribution-modelling
multilevel-models
multivariate-timeseries
rstats
stan
time-series-analysis
timeseries
vector-autoregression
vectorautoregression
Updated 9 months ago
physalia-forecasting-course
Ecological forecasting using Dynamic Generalized Additive Models with R 📦's {mvgam} and {brms}
Updated 9 months ago
bvartools
Functions for Bayesian inference of vector autoregressive and vector error correction models
Updated 9 months ago
clustervar
Estimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of lags and clusters.