A1 Refereed original research article in a scientific journal
dynamite: An R Package for Dynamic Multivariate Panel Models
Authors: Tikka, Santtu; Helske, Jouni
Publisher: Foundation for Open Access Statistics
Publication year: 2025
Journal: Journal of Statistical Software
Volume: 115
Issue: 5
First page : 1
Last page: 42
eISSN: 1548-7660
DOI: https://doi.org/10.18637/jss.v115.i05
Publication's open availability at the time of reporting: Open Access
Publication channel's open availability : Open Access publication channel
Web address : https://doi.org/10.18637/jss.v115.i05
Self-archived copy’s web address: https://research.utu.fi/converis/portal/detail/Publication/515939164
Self-archived copy's licence: CC BY
Self-archived copy's version: Publisher`s PDF
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.
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Funding information in the publication:
This research was funded by the Research Council of Finland (decision numbers 331817, 355153, 345546) and partially supported by the INVEST Research Flagship Centre.
