Making Bayes fast since 2011
Stan is a state-of-the-art platform for statistical modeling and high-performance statistical computation. Thousands of users rely on Stan for statistical modeling, data analysis, and prediction in the social, biological, and physical sciences, engineering, and business.
Making Bayes fast since 2011 http://mc-stan.org/ Stan is a state-of-the-art platform for statistical modeling and high-performance statistical computation. Thousands of users rely on Stan for statistical modeling, data analysis, and prediction in the social, biological, and physical sciences, engineering, and business.
dynamite: Bayesian Modeling and Causal Inference for Multivariate Longitudinal Data (built with Stan) by Santtu Tikka and @jouni_helske@fediscience.org
... complex panel (time series) data comprising of multiple measurements per multiple individuals measured in time via dynamic multivariate panel models...
Making Bayes fast since 2011 http://mc-stan.org/ Stan is a state-of-the-art platform for statistical modeling and high-performance statistical computation. Thousands of users rely on Stan for statistical modeling, data analysis, and prediction in the social, biological, and physical sciences, engineering, and business.
Mvgam: an R package for time series modeling and forecasting (built with Stan) by Nicholas Clark
... Dynamic Generalized Additive Models (DGAMs) for time series with dynamic trend components. It uses a State-Space framework with a formula syntax based on that of the package mgcv to provide a familiar GAM modelling interface. There is also built-in support for the increasingly powerful marginaleffects package to make interpretation easy.
https://discourse.mc-stan.org/t/mvgam-an-r-package-for-time-series-modeling-and-forecasting/35065