Package: mvgam Title: Multivariate (Dynamic) Generalized Additive Models Version: 1.1.595 Date: 2026-01-19 Authors@R: c(person("Nicholas J", "Clark", email = "nicholas.j.clark1214@gmail.com", role = c("aut", "cre"), comment = c(ORCID = "0000-0001-7131-3301")), person("KANK", "Karunarathna", role = c("ctb"), comment = c("ARMA parameterisations and factor models", ORCID = "0000-0002-8995-5502")), person("Sarah", "Heaps", role = c("ctb"), comment = c("VARMA parameterisations", ORCID = "0000-0002-5543-037X")), person("Scott", "Pease", role = c("ctb"), comment = c("broom enhancements", ORCID = "0009-0006-8977-9285")), person("Matthijs", "Hollanders", role = c("ctb"), comment = c("ggplot visualizations", ORCID = "0000-0003-0796-1018"))) Description: Fit Bayesian Dynamic Generalized Additive Models to multivariate observations. Users can build nonlinear State-Space models that can incorporate semiparametric effects in observation and process components, using a wide range of observation families. Estimation is performed using Markov Chain Monte Carlo with Hamiltonian Monte Carlo in the software 'Stan'. References: Clark & Wells (2023) . URL: https://github.com/nicholasjclark/mvgam, https://nicholasjclark.github.io/mvgam/ BugReports: https://github.com/nicholasjclark/mvgam/issues License: MIT + file LICENSE Depends: R (>= 3.6.0) Imports: brms (>= 2.21.0), methods, mgcv (>= 1.8-13), insight (>= 0.19.1), marginaleffects (>= 0.29.0), Rcpp (>= 0.12.0), rstan (>= 2.29.0), posterior (>= 1.0.0), loo (>= 2.3.1), rstantools (>= 2.1.1), bayesplot (>= 1.5.0), ggplot2 (>= 3.5.0), mvnfast, purrr, dplyr, magrittr, rlang, generics, tibble (>= 3.0.0), patchwork (>= 1.2.0) Encoding: UTF-8 LazyData: true Roxygen: list(markdown = TRUE) RoxygenNote: 7.3.2 Suggests: scoringRules, matrixStats, cmdstanr (>= 0.5.0), tweedie, splines2, extraDistr, corpcor, wrswoR, ggrepel, ggpp, ggarrow, xts, lubridate, knitr, collapse, rmarkdown, rjags, coda, runjags, usethis, testthat, colorspace Enhances: gratia (>= 0.9.0), tidyr Additional_repositories: https://mc-stan.org/r-packages/ LinkingTo: Rcpp, RcppArmadillo VignetteBuilder: knitr Config/pak/sysreqs: make libicu-dev Repository: https://nicholasjclark.r-universe.dev Date/Publication: 2026-02-13 21:17:31 UTC RemoteUrl: https://github.com/nicholasjclark/mvgam RemoteRef: HEAD RemoteSha: c8617ef1080d08f7132b6543e19324a270e491d4 NeedsCompilation: yes Packaged: 2026-06-13 07:52:58 UTC; root Author: Nicholas J Clark [aut, cre] (ORCID: ), KANK Karunarathna [ctb] (ARMA parameterisations and factor models, ORCID: ), Sarah Heaps [ctb] (VARMA parameterisations, ORCID: ), Scott Pease [ctb] (broom enhancements, ORCID: ), Matthijs Hollanders [ctb] (ggplot visualizations, ORCID: ) Maintainer: Nicholas J Clark