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arXiv 2302.01607stat.ME
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dynamite:用于动态多元面板模型的R软件包

dynamite: An R Package for Dynamic Multivariate Panel Models

University of Jyväskylä(于韦斯屈莱大学);University of Turku(图尔库大学)

Santtu Tikka, Jouni Helske

AI总结:

dynamite 是一个用于动态多元面板模型的R软件包,支持贝叶斯推断、多种分布建模及高效预测与可视化。

摘要:

dynamite 是一个用于密集面板(时间序列)数据的贝叶斯推断的R软件包,这些数据包含多个个体在时间上的多个测量值。该软件包支持对多个响应变量、时间变化和时间不变效应的联合建模,广泛分布的离散和连续分布,组特定的随机效应,潜在因子以及模型参数先验分布的自定义。软件包中的模型通过用户友好的公式接口定义,参数后验分布的估计利用了最先进的马尔可夫链蒙特卡洛方法。该软件包能够高效计算个体层面和汇总预测,并提供全面的可视化和模型诊断工具。

英文摘要:

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 state-of-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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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