Published September 5, 2024
| Version v1.1.3
Software
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nicholasjclark/mvgam: v1.1.3
Description
mvgam 1.1.3
New functionalities
- Allow intercepts to be included in process models when
trend_formulais supplied. This breaks the assumption that the process has to be zero-centred, adding more modelling flexibility but also potentially inducing nonidentifiabilities with respect to any observation model intercepts. Thoughtful priors are a must for these models - Added
standata.mvgam_prefit,stancode.mvgamandstancode.mvgam_prefitmethods for better alignment with 'brms' workflows - Added 'gratia' to Enhancements to allow popular methods such as
draw()to be used for 'mvgam' models if 'gratia' is already installed - Added an
ensemble.mvgam_forecastmethod to generate evenly weighted combinations of probabilistic forecast distributions - Added an
irf.mvgammethod to compute Generalized and Orthogonalized Impulse Response Functions (IRFs) from models fit with Vector Autoregressive dynamics
Deprecations
- The
driftargument has been deprecated. It is now recommended for users to include parametric fixed effects of "time" in their respective GAM formulae to capture any expected drift effects
Bug fixes
- Added a new check to ensure that exception messages are only suppressed by the
silentargument if the user's version of 'cmdstanr' is adequate - Updated dependency for 'brms' to version >= '2.21.0' so that
read_csv_as_stanfitcan be imported, which should future-proof the conversion of 'cmdstanr' models tostanfitobjects (#70)
Files
nicholasjclark/mvgam-v1.1.3.zip
Files
(69.2 MB)
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md5:0b95548b6f283370db64e211431501f9
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Additional details
Related works
- Is supplement to
- Software: https://github.com/nicholasjclark/mvgam/tree/v1.1.3 (URL)