Package: kDGLM 1.2.6

kDGLM: Bayesian Analysis of Dynamic Generalized Linear Models

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Authors:Silvaneo Vieira dos Santos Junior [aut, cre], Mariane Branco Alves [aut], Hélio dos Santos Migon [aut]

kDGLM_1.2.6.tar.gz
kDGLM_1.2.6.zip(r-4.5)kDGLM_1.2.6.zip(r-4.4)kDGLM_1.2.6.zip(r-4.3)
kDGLM_1.2.6.tgz(r-4.5-any)kDGLM_1.2.6.tgz(r-4.4-any)kDGLM_1.2.6.tgz(r-4.3-any)
kDGLM_1.2.6.tar.gz(r-4.5-noble)kDGLM_1.2.6.tar.gz(r-4.4-noble)
kDGLM_1.2.6.tgz(r-4.4-emscripten)kDGLM_1.2.6.tgz(r-4.3-emscripten)
kDGLM.pdf |kDGLM.html✨
kDGLM/json (API)

# Install 'kDGLM' in R:

install.packages('kDGLM', repos = c('https://silvaneojunior.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/silvaneojunior/kdglm/issues

Pkgdown site:https://silvaneojunior.github.io

Datasets:

chickenPox - Hospital admissions by chicken pox in Brazil
cornWheat - Corn and wheat prices from 1986 to 2014
gastroBR - Hospital admissions from gastroenteritis in Brazil
noticeSARI - SARI data from Belo Horizonte

On CRAN:

4.00 score 2 stars 9 scripts 275 downloads 40 exports 10 dependencies

Last updated 19 days agofrom:f0c85df20b. Checks:8 ERROR. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	FAIL	Feb 19 2025
R-4.5-win	ERROR	Feb 19 2025
R-4.5-mac	ERROR	Feb 19 2025
R-4.5-linux	ERROR	Feb 19 2025
R-4.4-win	ERROR	Feb 19 2025
R-4.4-mac	ERROR	Feb 19 2025
R-4.3-win	ERROR	Feb 19 2025
R-4.3-mac	ERROR	Feb 19 2025

Exports:AR block_mult block_rename block_superpos CAR_prior colQuantile eval_dlm_log_like eval_dlm_norm_const eval_dlm_post eval_dlm_prior ffs ffs_block fit_model forecast Gamma gamma_pred har harmonic_block if.na if.nan if.null intervention joint_prior kdglm Multinom noise noise_block Normal Poisson pol polynomial_block reg regression_block rowQuantile simulate smoothing specify TF TF_block zero_sum_prior

Dependencies:extraDistr generics rbibutils Rcpp RcppArmadillo RcppGSL RcppParallel RcppZiggurat Rdpack Rfast

Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Auxiliary function to replicate blocks	block_mult
block_rename	block_rename
Auxiliary function for block superposition	block_superpos
CAR prior	CAR_prior
Hospital admissions by chicken pox in Brazil	chickenPox
coef.fitted_dlm	coef.fitted_dlm
Corn and wheat prices from 1986 to 2014	cornWheat
Structural blocks for free-form seasonal trends and regressions	ffs ffs_block
Fitting kDGLM models	fit_model
Fitting one kDGLM models	fit_model_single
Auxiliary function for forecasting	forecast.fitted_dlm
Gamma outcome for kDGLM models	Gamma
Hospital admissions from gastroenteritis in Brazil	gastroBR
Structural blocks for seasonal trends and regressions	har harmonic_block
An auxiliary function for model intervention	intervention
Joint prior	joint_prior
Fitting kDGLM models	kdglm
Multinom outcome for kDGLM models	Multinom
noise_block	noise noise_block
Normal outcome for kDGLM models	Normal
SARI data from Belo Horizonte	noticeSARI
Visualizing latent states in a fitted kDGLM model	plot.dlm_coef
Visualizing a fitted kDGLM model	plot.fitted_dlm
Poisson outcome for kDGLM models	Poisson
Structural blocks for polynomial trends and regressions	pol polynomial_block
Structural blocks for regressions	reg regression_block
Draw samples from the distribution of the latent states	simulate.fitted_dlm
Auxiliary function for model smoothing	smoothing
Specify method for dlm blocks	specify.dlm_block
Summary for a fitted kDGLM model	summary.fitted_dlm
Structural blocks for auto regressive trends and regressions	AR TF TF_block
update.fitted_dlm	update.fitted_dlm
Zero sum prior	zero_sum_prior