[aut, cre]Bayesian generalized linear models with time-varying coefficients. Gaussian, Poisson, and binomial observations are supported. The Markov chain Monte Carlo computations are done using Hamiltonian Monte Carlo provided by Stan, using a state space representation of the model in order to marginalise over the coefficients for efficient sampling. For non-Gaussian models, the package uses the importance sampling type estimators based on approximate marginal MCMC as in Vihola, Helske, Franks (2017, <arXiv:1609.02541>).
| Version: | 0.4.0 |
| Depends: | R (≥ 3.4.0), Rcpp (≥ 0.12.9), rstan (≥ 2.18.1) |
| Imports: | bayesplot, coda, dplyr, Hmisc, ggplot2, KFAS, methods, rlang, rstantools (≥ 2.0.0) |
| LinkingTo: | StanHeaders (≥ 2.18.0), rstan (≥ 2.18.1), BH (≥ 1.66.0), Rcpp (≥ 0.12.9), RcppArmadillo, RcppEigen (≥ 0.3.3.3.0) |
| Suggests: | diagis, gridExtra, knitr (≥ 1.11), rmarkdown (≥ 0.8.1), testthat |
| Published: | 2020-05-15 |
| Author: | Jouni Helske
[aut, cre] |
| Maintainer: | Jouni Helske <jouni.helske at iki.fi> |
| BugReports: | https://github.com/helske/walker/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/helske/walker |
| NeedsCompilation: | yes |
| SystemRequirements: | C++14, GNU make |
| Citation: | walker citation info |
| Materials: | README |
| CRAN checks: | walker results |
| Reference manual: | walker.pdf |
| Vignettes: |
Efficient Bayesian generalized linear models with time-varying coefficients |
| Package source: | walker_0.4.0.tar.gz |
| Windows binaries: | r-devel: walker_0.4.0.zip, r-release: walker_0.4.0.zip, r-oldrel: walker_0.4.0.zip |
| macOS binaries: | r-release: walker_0.4.0.tgz, r-oldrel: walker_0.4.0.tgz |
| Old sources: | walker archive |
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