-
Notifications
You must be signed in to change notification settings - Fork 10
/
DESCRIPTION
57 lines (57 loc) · 1.68 KB
/
DESCRIPTION
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
Package: walker
Type: Package
Title: Bayesian Generalized Linear Models with Time-Varying Coefficients
Version: 1.0.10
Description: Efficient Bayesian generalized linear models with time-varying coefficients
as in Helske (2022, <doi:10.1016/j.softx.2022.101016>). Gaussian, Poisson, and binomial
observations are supported. The Markov chain Monte Carlo (MCMC) 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 (2020, <doi:10.1111/sjos.12492>).
Authors@R:
person(given = "Jouni",
family = "Helske",
role = c("aut", "cre"),
email = "jouni.helske@iki.fi",
comment = c(ORCID = "0000-0001-7130-793X"))
License: GPL (>= 3)
Suggests:
diagis,
gridExtra,
knitr (>= 1.11),
rmarkdown (>= 0.8.1),
testthat
Depends:
bayesplot,
R (>= 3.4.0),
rstan (>= 2.26.0)
Imports:
coda,
dplyr,
Hmisc,
ggplot2,
KFAS,
loo,
methods,
Rcpp (>= 0.12.9),
RcppParallel,
rlang,
rstantools (>= 2.0.0)
LinkingTo:
BH (>= 1.66.0),
Rcpp (>= 0.12.9),
RcppArmadillo,
RcppEigen (>= 0.3.3.3.0),
RcppParallel,
rstan (>= 2.26.0),
StanHeaders (>= 2.26.0)
SystemRequirements: GNU make
Biarch: true
VignetteBuilder: knitr
RoxygenNote: 7.3.1
ByteCompile: true
URL: https://github.com/helske/walker
BugReports: https://github.com/helske/walker/issues
Encoding: UTF-8
Roxygen: list(markdown = TRUE)