Package: dynamite 1.5.4

Santtu Tikka

dynamite: Bayesian Modeling and Causal Inference for Multivariate Longitudinal Data

Easy-to-use and efficient interface for Bayesian inference of complex panel (time series) data using dynamic multivariate panel models by Helske and Tikka (2024) <doi:10.1016/j.alcr.2024.100617>. The package supports joint modeling of multiple measurements per individual, time-varying and time-invariant effects, and a wide range of discrete and continuous distributions. Estimation of these dynamic multivariate panel models is carried out via 'Stan'. For an in-depth tutorial of the package, see (Tikka and Helske, 2024) <doi:10.48550/arXiv.2302.01607>.

Authors:Santtu Tikka [aut, cre], Jouni Helske [aut], Nicholas Clark [rev], Lucy D'Agostino McGowan [rev]

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dynamite.pdf |dynamite.html
dynamite/json (API)
NEWS

# Install 'dynamite' in R:
install.packages('dynamite', repos = c('https://ropensci.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/ropensci/dynamite/issues

Datasets:

On CRAN:

bayesian-inferencepanel-datastanstatistical-models

39 exports 25 stars 3.15 score 60 dependencies 435 downloads

Last updated 8 days agofrom:54dc55d68b (on main)

Exports:as_drawsas_draws_dfas.data.tableauxdynamicedynamitedynamiteformulaget_algorithmget_codeget_dataget_diagnosticsget_drawsget_elapsed_timeget_max_treedepthget_model_codeget_nchainsget_ndrawsget_parameter_dimsget_parameter_namesget_parameter_typesget_pars_oiget_priorshmc_diagnosticslagslfactorlfoloomcmc_diagnosticsmice.impute.lagmice.impute.leadndrawsobsplot_betasplot_deltasplot_lambdasplot_nusplot_psisrandom_specsplines

Dependencies:abindbackportsBHcallrcheckmateclicolorspacecpp11data.tabledescdistributionalfansifarvergenericsggforceggplot2gluegridExtragtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsmgcvmunsellnlmenumDerivpatchworkpillarpkgbuildpkgconfigpolyclipposteriorprocessxpsQuickJSRR6RColorBrewerRcppRcppEigenRcppParallelrlangrstanscalesStanHeaderssystemfontstensorAtibbletidyselecttweenrutf8vctrsviridisLitewithr

dynamite: An R Package for Dynamic Multivariate Panel Models

Rendered fromdynamite.Rmdusingknitr::rmarkdownon Jul 19 2024.

Last update: 2024-07-13
Started: 2022-05-03

Model customization and non-MCMC estimation with dynamite

Rendered fromdynamite_custom.Rmdusingknitr::rmarkdownon Jul 19 2024.

Last update: 2024-07-10
Started: 2024-04-23

Priors for dynamic multivariate panel models

Rendered fromdynamite_priors.Rmdusingknitr::rmarkdownon Jul 19 2024.

Last update: 2024-07-10
Started: 2023-03-29

Simulating data from a dynamic multivariate panel model

Rendered fromdynamite_simulation.Rmdusingknitr::rmarkdownon Jul 19 2024.

Last update: 2024-05-30
Started: 2023-03-29

Readme and manuals

Help Manual

Help pageTopics
The 'dynamite' Packagedynamite-package
Convert 'dynamite' Output to 'draws_df' Formatas_draws as_draws.dynamitefit as_draws_df as_draws_df.dynamitefit
Extract Samples From a 'dynamitefit' Object as a Data Frameas.data.frame.dynamitefit
Extract Samples From a 'dynamitefit' Object as a Data Tableas.data.table as.data.table.dynamitefit
Simulated Categorical Multivariate Panel Datacategorical_example
Model Fit for the Simulated Categorical Multivariate Panel Datacategorical_example_fit
Extract Regression Coefficients of a 'dynamite' Modelcoef.dynamitefit
Credible Intervals for 'dynamite' Model Parametersconfint.dynamitefit
Estimate a Bayesian Dynamic Multivariate Panel Model With Multiple Imputationdynamice
Estimate a Bayesian Dynamic Multivariate Panel Modeldynamite formula.dynamitefit print.dynamitefit summary.dynamitefit
Deprecated Functions in the 'dynamite' Packagedynamite-deprecated plot_betas plot_deltas plot_lambdas plot_nus plot_psis
Model Formula for 'dynamite'+.dynamiteformula aux dynamiteformula obs print.dynamiteformula
Extract Fitted Values of a 'dynamite' Modelfitted.dynamitefit
Simulated Data of a Gaussian Responsegaussian_example
Model Fit for the Simulated Data of a Gaussian Responsegaussian_example_fit
Extract the Stan Code of the 'dynamite' Modelget_code get_code.dynamitefit get_code.dynamiteformula
Extract the Model Data of the 'dynamite' Modelget_data get_data.dynamitefit get_data.dynamiteformula
Get Parameter Dimensions of the 'dynamite' Modelget_parameter_dims get_parameter_dims.dynamitefit get_parameter_dims.dynamiteformula
Get Parameter Names of the 'dynamite' Modelget_parameter_names get_parameter_names.dynamitefit
Get Parameter Types of the 'dynamite' Modelget_parameter_types get_parameter_types.dynamitefit
Get Prior Definitions of a 'dynamite' Modelget_priors get_priors.dynamitefit get_priors.dynamiteformula
HMC Diagnostics for a 'dynamite' Modelhmc_diagnostics hmc_diagnostics.dynamitefit
Add Lagged Responses as Predictors to Each Channel of a 'dynamite' Modellags
Define a Common Latent Factor for the 'dynamite' Model.lfactor
Approximate Leave-Future-Out (LFO) Cross-validationlfo lfo.dynamitefit
Approximate Leave-One-Out (LOO) Cross-validationloo loo.dynamitefit
Diagnostic Values of a 'dynamite' Modelmcmc_diagnostics mcmc_diagnostics.dynamitefit
Simulated Multivariate Panel Datamultichannel_example
Model Fit for the Simulated Multivariate Panel Datamultichannel_example_fit
Return the Number of Posterior Draws of a 'dynamitefit' Objectndraws ndraws.dynamitefit
Extract the Number of Observations Used to Fit a 'dynamite' Modelnobs.dynamitefit
Plots for 'dynamitefit' Objectsplot.dynamitefit
Plot the Model Structure as a Directed Acyclic Graph (DAG)plot.dynamiteformula
Diagnostic Plot for Pareto k Values from LFOplot.lfo
Predict Method for a 'dynamite' Modelpredict.dynamitefit
Print the results from the LFOprint.lfo
Additional Specifications for the Group-level Random Effects of the DMPMrandom_spec
Define the B-splines Used for the Time-varying Coefficients of the Model.splines
Update a 'dynamite' Modelupdate.dynamitefit