Package: dynamite 1.5.3

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]

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

# Install dynamite in R:
install.packages('dynamite', repos = c('', ''))

Peer review:

Bug tracker:




30 exports 23 stars 3.06 score 61 dependencies

Last updated 20 days agofrom:7928f956cf538804107433efc9d3f7f61f0f5724 (via main)


dynamite: An R Package for Dynamic Multivariate Panel Models

Rendered fromdynamite.Rmdusingknitr::rmarkdownon May 30 2024.

Last update: 2024-05-30
Started: 2022-05-03

Model customization and non-MCMC estimation with dynamite

Rendered fromdynamite_custom.Rmdusingknitr::rmarkdownon May 30 2024.

Last update: 2024-05-30
Started: 2024-04-23

Priors for dynamic multivariate panel models

Rendered fromdynamite_priors.Rmdusingknitr::rmarkdownon May 30 2024.

Last update: 2024-05-27
Started: 2023-03-29

Simulating data from a dynamic multivariate panel model

Rendered fromdynamite_simulation.Rmdusingknitr::rmarkdownon May 30 2024.

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

Readme and manuals

Help Manual

Help pageTopics
The 'dynamite' package.dynamite-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
Extract Samples From a 'dynamitefit' Object as a Data
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 Gaussian Responsesgaussian_example
Model Fit for the Simulated Data of Gaussian Responsesgaussian_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