Package: mvgam
Title: Multivariate (Dynamic) Generalized Additive Models
Version: 1.1.593
Date: 2025-09-03
Authors@R: c(person("Nicholas J", "Clark", email = "nicholas.j.clark1214@gmail.com", 
                    role = c("aut", "cre"), comment = c(ORCID = "0000-0001-7131-3301")),
             person("KANK", "Karunarathna", role = c("ctb"),
                    comment = c("ARMA parameterisations and factor models", ORCID = "0000-0002-8995-5502")),
             person("Sarah", "Heaps", role = c("ctb"),
                    comment = c("VARMA parameterisations", ORCID = "0000-0002-5543-037X")),
             person("Scott", "Pease", role = c("ctb"),
                    comment = c("broom enhancements", ORCID = "0009-0006-8977-9285")),
             person("Matthijs", "Hollanders", role = c("ctb"),
                    comment = c("ggplot visualizations", ORCID = "0000-0003-0796-1018")))
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>.
URL: https://github.com/nicholasjclark/mvgam,
        https://nicholasjclark.github.io/mvgam/
BugReports: https://github.com/nicholasjclark/mvgam/issues
License: MIT + file LICENSE
Depends: R (>= 3.6.0)
Imports: brms (>= 2.21.0), methods, mgcv (>= 1.8-13), insight (>=
        0.19.1), marginaleffects (>= 0.29.0), Rcpp (>= 0.12.0), rstan
        (>= 2.29.0), posterior (>= 1.0.0), loo (>= 2.3.1), rstantools
        (>= 2.1.1), bayesplot (>= 1.5.0), ggplot2 (>= 3.5.0), mvnfast,
        purrr, dplyr, magrittr, rlang, generics, tibble (>= 3.0.0),
        patchwork (>= 1.2.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.2
Suggests: scoringRules, matrixStats, cmdstanr (>= 0.5.0), tweedie,
        splines2, extraDistr, corpcor, wrswoR, ggrepel, ggpp, ggarrow,
        xts, lubridate, knitr, collapse, rmarkdown, rjags, coda,
        runjags, usethis, testthat, colorspace
Enhances: gratia (>= 0.9.0), tidyr
Additional_repositories: https://mc-stan.org/r-packages/
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2025-09-04 23:33:16 UTC; uqnclar2
Author: Nicholas J Clark [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-7131-3301>),
  KANK Karunarathna [ctb] (ARMA parameterisations and factor models,
    ORCID: <https://orcid.org/0000-0002-8995-5502>),
  Sarah Heaps [ctb] (VARMA parameterisations, ORCID:
    <https://orcid.org/0000-0002-5543-037X>),
  Scott Pease [ctb] (broom enhancements, ORCID:
    <https://orcid.org/0009-0006-8977-9285>),
  Matthijs Hollanders [ctb] (ggplot visualizations, ORCID:
    <https://orcid.org/0000-0003-0796-1018>)
Maintainer: Nicholas J Clark <nicholas.j.clark1214@gmail.com>
Repository: CRAN
Date/Publication: 2025-09-05 16:30:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2025-10-29 20:28:45 UTC; windows
Archs: x64
