Package: kDGLM 1.2.7

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 dos Santos Jr. [aut, cre], Mariane Branco Alves [aut], Hélio dos Santos Migon [aut]

kDGLM_1.2.7.tar.gz
kDGLM_1.2.7.zip(r-4.5)kDGLM_1.2.7.zip(r-4.4)kDGLM_1.2.7.zip(r-4.3)
kDGLM_1.2.7.tgz(r-4.5-any)kDGLM_1.2.7.tgz(r-4.4-any)kDGLM_1.2.7.tgz(r-4.3-any)
kDGLM_1.2.7.tar.gz(r-4.5-noble)kDGLM_1.2.7.tar.gz(r-4.4-noble)
kDGLM_1.2.7.tgz(r-4.4-emscripten)kDGLM_1.2.7.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:

Conda:

5.70 score 2 stars 9 scripts 206 downloads 40 exports 9 dependencies

Last updated 1 days agofrom:293652d159. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 19 2025
R-4.5-winOKMar 19 2025
R-4.5-macOKMar 19 2025
R-4.5-linuxOKMar 19 2025
R-4.4-winOKMar 19 2025
R-4.4-macOKMar 19 2025
R-4.4-linuxOKMar 19 2025
R-4.3-winOKMar 19 2025
R-4.3-macOKMar 19 2025

Exports:ARblock_multblock_renameblock_superposCAR_priorcolQuantileeval_dlm_log_likeeval_dlm_norm_consteval_dlm_posteval_dlm_priorffsffs_blockfit_modelforecastGammagamma_predharharmonic_blockif.naif.nanif.nullinterventionjoint_priorkdglmMultinomnoisenoise_blockNormalPoissonpolpolynomial_blockregregression_blockrowQuantilesimulatesmoothingspecifyTFTF_blockzero_sum_prior

Dependencies:extraDistrgenericsrbibutilsRcppRcppArmadilloRcppParallelRdpackRfastzigg

Creation of model outcomes

Rendered fromoutcomes.Rmdusingknitr::rmarkdownon Mar 19 2025.

Last update: 2025-03-19
Started: 2023-12-05

Creation of model structures

Rendered fromstructures.Rmdusingknitr::rmarkdownon Mar 19 2025.

Last update: 2025-02-05
Started: 2023-12-05

Fitting and analysing models

Rendered fromfitting.Rmdusingknitr::rmarkdownon Mar 19 2025.

Last update: 2024-05-23
Started: 2023-12-05

Introduction

Rendered fromintro.Rmdusingknitr::rmarkdownon Mar 19 2025.

Last update: 2025-02-05
Started: 2023-12-05

Space-time model hospital admissions from gastroenteritis

Rendered fromexample1.Rmdusingknitr::rmarkdownon Mar 19 2025.

Last update: 2025-03-19
Started: 2023-12-05

Readme and manuals

Help Manual

Help pageTopics
Auxiliary function to replicate blocksblock_mult
block_renameblock_rename
Auxiliary function for block superpositionblock_superpos
CAR priorCAR_prior
Hospital admissions by chicken pox in BrazilchickenPox
coef.fitted_dlmcoef.fitted_dlm
Corn and wheat prices from 1986 to 2014cornWheat
Structural blocks for free-form seasonal trends and regressionsffs ffs_block
Fitting kDGLM modelsfit_model
Fitting one kDGLM modelsfit_model_single
Auxiliary function for forecastingforecast.fitted_dlm
Gamma outcome for kDGLM modelsGamma
Hospital admissions from gastroenteritis in BrazilgastroBR
Structural blocks for seasonal trends and regressionshar harmonic_block
An auxiliary function for model interventionintervention
Joint priorjoint_prior
Fitting kDGLM modelskdglm
Multinom outcome for kDGLM modelsMultinom
noise_blocknoise noise_block
Normal outcome for kDGLM modelsNormal
SARI data from Belo HorizontenoticeSARI
Visualizing latent states in a fitted kDGLM modelplot.dlm_coef
Visualizing a fitted kDGLM modelplot.fitted_dlm
Poisson outcome for kDGLM modelsPoisson
Structural blocks for polynomial trends and regressionspol polynomial_block
Structural blocks for regressionsreg regression_block
Draw samples from the distribution of the latent statessimulate.fitted_dlm
Auxiliary function for model smoothingsmoothing
Specify method for dlm blocksspecify.dlm_block
Summary for a fitted kDGLM modelsummary.fitted_dlm
Structural blocks for auto regressive trends and regressionsAR TF TF_block
update.fitted_dlmupdate.fitted_dlm
Zero sum priorzero_sum_prior