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Bayesian Generalized Linear Models with Time-Varying Coefficients

v1.0.10 · Aug 29, 2024 · GPL (>= 3)

Description

Efficient Bayesian generalized linear models with time-varying coefficients as in Helske (2022, <doi:10.1016/j.softx.2022.101016>). Gaussian, Poisson, and binomial observations are supported. The Markov chain Monte Carlo (MCMC) computations are done using Hamiltonian Monte Carlo provided by Stan, using a state space representation of the model in order to marginalise over the coefficients for efficient sampling. For non-Gaussian models, the package uses the importance sampling type estimators based on approximate marginal MCMC as in Vihola, Helske, Franks (2020, <doi:10.1111/sjos.12492>).

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r-devel-macos-arm64 OK
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for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-arm64

installed package size

installed size is 115.6Mb
  sub-directories of 1Mb or more:
    libs  114.2Mb
NOTE r-oldrel-macos-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 106.2Mb
  sub-directories of 1Mb or more:
    libs  104.8Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.9Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb

Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 115.6Mb
  sub-directories of 1Mb or more:
    libs  114.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 106.2Mb
  sub-directories of 1Mb or more:
    libs  104.8Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  5.9Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb

Dependency Network

Dependencies Reverse dependencies bayesplot rstan coda dplyr Hmisc ggplot2 KFAS loo Rcpp (>= 0.12.9) RcppParallel rlang rstantools walker

Version History

new 1.0.10 Mar 10, 2026
updated 1.0.10 ← 1.0.8 diff Aug 29, 2024
updated 1.0.8 ← 1.0.7 diff Sep 10, 2023
updated 1.0.7 ← 1.0.6-1 diff Aug 8, 2023
updated 1.0.6-1 ← 1.0.4 diff Oct 15, 2022
updated 1.0.4 ← 1.0.3-1 diff Mar 2, 2022
updated 1.0.3-1 ← 1.0.3 diff Jan 30, 2022
updated 1.0.3 ← 1.0.2 diff Sep 10, 2021
updated 1.0.2 ← 1.0.1-1 diff Apr 5, 2021
updated 1.0.1-1 ← 1.0.1 diff Jan 30, 2021
updated 1.0.1 ← 0.5.0 diff Jan 24, 2021
updated 0.5.0 ← 0.4.1-3 diff Oct 18, 2020
updated 0.4.1-3 ← 0.4.0 diff Aug 13, 2020
updated 0.4.0 ← 0.3.1-1 diff May 14, 2020
updated 0.3.1-1 ← 0.3.0 diff Jan 22, 2020
updated 0.3.0 ← 0.2.5 diff Sep 21, 2019
updated 0.2.5 ← 0.2.4-1 diff Mar 3, 2019
updated 0.2.4-1 ← 0.2.4 diff Feb 24, 2019
updated 0.2.4 ← 0.2.3-1 diff Feb 14, 2019
updated 0.2.3-1 ← 0.2.3 diff Nov 8, 2018