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dynamite: An R Package for Dynamic Multivariate Panel Models
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AI
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J
DOI：10.18637/jss.v115.i05.png)
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Abstract
En 中文
dynamite is an R package for Bayesian inference of intensive panel (time series) data comprising multiple measurements per multiple individuals measured in time. The package supports joint modeling of multiple response variables, time-varying and time-invariant effects, a wide range of discrete and continuous distributions, group-specific random effects, latent factors, and customization of prior distributions of the model parameters. Models in the package are defined via a user-friendly formula interface, and estimation of the posterior distribution of the model parameters takes advantage of stateof-the-art Markov chain Monte Carlo methods. The package enables efficient computation of both individual-level and aggregated predictions and offers a comprehensive suite of tools for visualization and model diagnostics.
Keywords:
Bayesian modeling
causal inference
intervention
panel data
prediction
splines
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8.1
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616
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4.6W
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