Multivariate (Dynamic) Generalized Additive Models

Documentation for package ‘mvgam’ version 1.1.1

Help Pages

-- A --

add_residuals	Calculate randomized quantile residuals for mvgam objects
add_residuals.mvgam	Calculate randomized quantile residuals for mvgam objects
all_neon_tick_data	NEON Amblyomma and Ixodes tick abundance survey data
and	Index 'mvgam' objects
AR	Specify autoregressive dynamic processes
as.array.mvgam	Extract posterior draws from fitted 'mvgam' objects
as.data.frame.mvgam	Extract posterior draws from fitted 'mvgam' objects
as.matrix.mvgam	Extract posterior draws from fitted 'mvgam' objects
as_draws.mvgam	Extract posterior draws from fitted 'mvgam' objects
as_draws_array.mvgam	Extract posterior draws from fitted 'mvgam' objects
as_draws_df.mvgam	Extract posterior draws from fitted 'mvgam' objects
as_draws_list.mvgam	Extract posterior draws from fitted 'mvgam' objects
as_draws_matrix.mvgam	Extract posterior draws from fitted 'mvgam' objects
as_draws_rvars.mvgam	Extract posterior draws from fitted 'mvgam' objects

-- C --

CAR	Specify autoregressive dynamic processes
code	Print the model code from an mvgam object
coef.mvgam	Summary for a fitted mvgam object
coefficient	Index 'mvgam' objects
compare_mvgams	Evaluate forecasts from fitted mvgam objects
conditional_effects.mvgam	Display Conditional Effects of Predictors

-- D --

dynamic

Defining dynamic coefficients in mvgam formulae

-- E --

evaluate_mvgams	Evaluate forecasts from fitted mvgam objects
eval_mvgam	Evaluate forecasts from fitted mvgam objects

-- F --

find_predictors.mvgam	Helper functions for mvgam marginaleffects calculations
find_predictors.mvgam_prefit	Helper functions for mvgam marginaleffects calculations
fitted.mvgam	Expected Values of the Posterior Predictive Distribution
forecast	Extract or compute hindcasts and forecasts for a fitted 'mvgam' object
forecast.mvgam	Extract or compute hindcasts and forecasts for a fitted 'mvgam' object
formula.mvgam	Extract formulae from mvgam objects
formula.mvgam_prefit	Extract formulae from mvgam objects

-- G --

get_coef.mvgam	Helper functions for mvgam marginaleffects calculations
get_data.mvgam	Helper functions for mvgam marginaleffects calculations
get_data.mvgam_prefit	Helper functions for mvgam marginaleffects calculations
get_mvgam_priors	Extract information on default prior distributions for an mvgam model
get_predict.mvgam	Helper functions for mvgam marginaleffects calculations
get_vcov.mvgam	Helper functions for mvgam marginaleffects calculations
GP	Specify dynamic Gaussian processes

-- H --

hindcast	Extract hindcasts for a fitted 'mvgam' object
hindcast.mvgam	Extract hindcasts for a fitted 'mvgam' object

-- I --

Index	Index 'mvgam' objects
index-mvgam	Index 'mvgam' objects

-- L --

lfo_cv	Approximate leave-future-out cross-validation of fitted 'mvgam' objects
lfo_cv.mvgam	Approximate leave-future-out cross-validation of fitted 'mvgam' objects
logLik.mvgam	Compute pointwise Log-Likelihoods from fitted 'mvgam' objects
log_posterior.mvgam	Extract diagnostic quantities of 'mvgam' models
loo.mvgam	LOO information criteria for 'mvgam' models
loo_compare.mvgam	LOO information criteria for 'mvgam' models
lv_correlations	Calculate trend correlations based on mvgam latent factor loadings

-- M --

mcmc_plot.mvgam	MCMC plots as implemented in 'bayesplot'
model.frame.mvgam	Extract model.frame from a fitted mvgam object
model.frame.mvgam_prefit	Extract model.frame from a fitted mvgam object
monotonic	Monotonic splines in mvgam
mvgam	Fit a Bayesian dynamic GAM to a univariate or multivariate set of time series
mvgam-class	Fitted 'mvgam' object description
mvgam_diagnostics	Extract diagnostic quantities of 'mvgam' models
mvgam_draws	Extract posterior draws from fitted 'mvgam' objects
mvgam_families	Supported mvgam families
mvgam_forecast-class	'mvgam_forecast' object description
mvgam_formulae	Details of formula specifications in 'mvgam'
mvgam_marginaleffects	Helper functions for mvgam marginaleffects calculations
mvgam_trends	Supported mvgam trend models

-- N --

names	Index 'mvgam' objects
neff_ratio	Extract diagnostic quantities of 'mvgam' models
neff_ratio.mvgam	Extract diagnostic quantities of 'mvgam' models
nmix	Supported mvgam families
nuts_params	Extract diagnostic quantities of 'mvgam' models
nuts_params.mvgam	Extract diagnostic quantities of 'mvgam' models

-- P --

pairs.mvgam	Create a matrix of output plots from a 'mvgam' object
plot.mvgam	Default mvgam plots
plot.mvgam_conditional_effects	Display Conditional Effects of Predictors
plot.mvgam_forecast	Plot mvgam posterior predictions for a specified series
plot.mvgam_lfo	Plot Pareto-k and ELPD values from a leave-future-out object
plot_mvgam_factors	Latent factor summaries for a fitted mvgam object
plot_mvgam_fc	Plot mvgam posterior predictions for a specified series
plot_mvgam_forecasts	Plot mvgam posterior predictions for a specified series
plot_mvgam_pterms	Plot mvgam parametric term partial effects
plot_mvgam_randomeffects	Plot mvgam random effect terms
plot_mvgam_resids	Residual diagnostics for a fitted mvgam object
plot_mvgam_series	Plot observed time series used for mvgam modelling
plot_mvgam_smooth	Plot mvgam smooth terms
plot_mvgam_trend	Plot mvgam latent trend for a specified series
plot_mvgam_uncertainty	Plot mvgam forecast uncertainty contributions for a specified series
portal_data	Portal Project rodent capture survey data
posterior_epred	Draws from the Expected Value of the Posterior Predictive Distribution
posterior_epred.mvgam	Draws from the Expected Value of the Posterior Predictive Distribution
posterior_linpred.mvgam	Posterior Draws of the Linear Predictor
posterior_predict.mvgam	Draws from the Posterior Predictive Distribution
ppc	Plot mvgam posterior predictive checks for a specified series
ppc.mvgam	Plot mvgam posterior predictive checks for a specified series
pp_check	Posterior Predictive Checks for 'mvgam' Objects
pp_check.mvgam	Posterior Predictive Checks for 'mvgam' Objects
Predict.matrix.mod.smooth	Monotonic splines in mvgam
Predict.matrix.moi.smooth	Monotonic splines in mvgam
predict.mvgam	Predict from the GAM component of an mvgam model
print.mvgam	Summary for a fitted mvgam object
print.mvgam_conditional_effects	Display Conditional Effects of Predictors
PW	Specify piecewise linear or logistic trends

-- R --

residuals.mvgam	Posterior draws of 'mvgam' residuals
rhat	Extract diagnostic quantities of 'mvgam' models
rhat.mvgam	Extract diagnostic quantities of 'mvgam' models
roll_eval_mvgam	Evaluate forecasts from fitted mvgam objects
RW	Specify autoregressive dynamic processes

-- S --

score	Compute probabilistic forecast scores for mvgam objects
score.mvgam_forecast	Compute probabilistic forecast scores for mvgam objects
series_to_mvgam	This function converts univariate or multivariate time series ('xts' or 'ts' objects) to the format necessary for 'mvgam'
set_coef.mvgam	Helper functions for mvgam marginaleffects calculations
sim_mvgam	Simulate a set of discrete time series for mvgam modelling
smooth.construct.mod.smooth.spec	Monotonic splines in mvgam
smooth.construct.moi.smooth.spec	Monotonic splines in mvgam
student_t	Supported mvgam families
summary.mvgam	Summary for a fitted mvgam object
summary.mvgam_prefit	Summary for a fitted mvgam object

-- T --

their	Index 'mvgam' objects
tweedie	Supported mvgam families

-- U --

update.mvgam

Update an existing 'mvgam' object

-- V --

VAR	Specify autoregressive dynamic processes
variables	Index 'mvgam' objects
variables.mvgam	Index 'mvgam' objects

-- misc --

`mgcv`

Index 'mvgam' objects