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DESCRIPTION
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Package: BNMPD
Title: Bayesian Nonparametric Multivariate Panel Data
Version: 0.0.0.9000
Authors@R:
person(given = "Ilya",
family = "Zarubin",
role = c("aut", "cre"),
email = "[email protected]")
Description: Implements estimation of Bayesian nonparametric multivariate
panel data models for multivariate response/dependent variable
settings. Estimation is performed using Particle Gibbs with ancestor
sampling which is a method combining MCMC (here, Gibbs sampling) and
SMC methods (here, a standard bootstrap particle filter and a particle
EIS filter) to sample from the high dimensional and highly nonlinear
posterior densities of model parameters and latent state variables.
License: GPL (>= 2)
URL: https://github.com/IlyaZar/BNMPD
BugReports: https://github.com/IlyaZar/BNMPD
Depends:
R (>= 3.5)
Imports:
stats,
abind,
MASS,
MGLM,
utils,
Rcpp,
R6,
magrittr (>= 1.5),
rlang,
tibble,
yaml,
jsonlite,
snow,
rlecuyer,
dplyr,
Rmpi
Suggests:
crayon,
withr,
devtools (>= 2.2.2.9000),
testthat (>= 3.0.0)
Encoding: UTF-8
LazyData: true
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.2
LinkingTo:
Rcpp,
RcppArmadillo
Config/testthat/edition: 3