A1 Vertaisarvioitu alkuperäisartikkeli tieteellisessä lehdessä
dynamite: An R Package for Dynamic Multivariate Panel Models
Tekijät: Tikka, Santtu; Helske, Jouni
Kustantaja: Foundation for Open Access Statistics
Julkaisuvuosi: 2025
Lehti: Journal of Statistical Software
Vuosikerta: 115
Numero: 5
Aloitussivu: 1
Lopetussivu: 42
eISSN: 1548-7660
DOI: https://doi.org/10.18637/jss.v115.i05
Julkaisun avoimuus kirjaamishetkellä: Avoimesti saatavilla
Julkaisukanavan avoimuus : Kokonaan avoin julkaisukanava
Verkko-osoite: https://doi.org/10.18637/jss.v115.i05
Rinnakkaistallenteen osoite: https://research.utu.fi/converis/portal/detail/Publication/515939164
Rinnakkaistallenteen lisenssi: CC BY
Rinnakkaistallennetun julkaisun versio: Kustantajan versio
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.
Ladattava julkaisu This is an electronic reprint of the original article. |  |
Julkaisussa olevat rahoitustiedot:
This research was funded by the Research Council of Finland (decision numbers 331817, 355153, 345546) and partially supported by the INVEST Research Flagship Centre.
