R: Multivariate (Dynamic) Generalized Additive Models

# Multivariate (Dynamic) Generalized Additive Models

## Documentation for package ‘mvgam’ version 1.1.3

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

A B C D E F G H I L M N P R S T U V misc

## -- A --

add_residuals | Calculate randomized quantile residuals for mvgam objects
add_residuals.mvgam | Calculate randomized quantile residuals for mvgam objects
all_neon_tick_data | NEON Amblyomma and Ixodes tick abundance survey data
and | Index 'mvgam' objects
AR | Specify autoregressive dynamic processes
as.array.mvgam | Extract posterior draws from fitted 'mvgam' objects
as.data.frame.mvgam | Extract posterior draws from fitted 'mvgam' objects
as.matrix.mvgam | Extract posterior draws from fitted 'mvgam' objects
as_draws.mvgam | Extract posterior draws from fitted 'mvgam' objects
as_draws_array.mvgam | Extract posterior draws from fitted 'mvgam' objects
as_draws_df.mvgam | Extract posterior draws from fitted 'mvgam' objects
as_draws_list.mvgam | Extract posterior draws from fitted 'mvgam' objects
as_draws_matrix.mvgam | Extract posterior draws from fitted 'mvgam' objects
as_draws_rvars.mvgam | Extract posterior draws from fitted 'mvgam' objects

## -- B --

bernoulli | Supported mvgam families
betar | Supported mvgam families
beta_binomial | Supported mvgam families

## -- C --

CAR | Specify autoregressive dynamic processes
code | Stan code and data objects for mvgam models
coef.mvgam | Summary for a fitted mvgam object
coefficient | Index 'mvgam' objects
compare_mvgams | Evaluate forecasts from fitted mvgam objects
conditional_effects.mvgam | Display Conditional Effects of Predictors

## -- D --

draw.mvgam | Enhance mvgam post-processing using gratia functionality
drawDotmvgam | Enhance mvgam post-processing using gratia functionality
dynamic | Defining dynamic coefficients in mvgam formulae

## -- E --

ensemble | Combine mvgam forecasts into evenly weighted ensembles
ensemble.mvgam_forecast | Combine mvgam forecasts into evenly weighted ensembles
evaluate_mvgams | Evaluate forecasts from fitted mvgam objects
eval_mvgam | Evaluate forecasts from fitted mvgam objects
eval_smooth.hilbert.smooth | Enhance mvgam post-processing using gratia functionality
eval_smooth.mod.smooth | Enhance mvgam post-processing using gratia functionality
eval_smooth.moi.smooth | Enhance mvgam post-processing using gratia functionality
eval_smoothDothilbertDotsmooth | Enhance mvgam post-processing using gratia functionality
eval_smoothDotmodDotsmooth | Enhance mvgam post-processing using gratia functionality
eval_smoothDotmoiDotsmooth | Enhance mvgam post-processing using gratia functionality

## -- F --

find_predictors.mvgam | Helper functions for mvgam marginaleffects calculations
find_predictors.mvgam_prefit | Helper functions for mvgam marginaleffects calculations
fitted.mvgam | Expected Values of the Posterior Predictive Distribution
forecast | Extract or compute hindcasts and forecasts for a fitted 'mvgam' object
forecast.mvgam | Extract or compute hindcasts and forecasts for a fitted 'mvgam' object
formula.mvgam | Extract formulae from mvgam objects
formula.mvgam_prefit | Extract formulae from mvgam objects

## -- G --

get_coef.mvgam | Helper functions for mvgam marginaleffects calculations
get_data.mvgam | Helper functions for mvgam marginaleffects calculations
get_data.mvgam_prefit | Helper functions for mvgam marginaleffects calculations
get_mvgam_priors | Extract information on default prior distributions for an mvgam model
get_predict.mvgam | Helper functions for mvgam marginaleffects calculations
get_vcov.mvgam | Helper functions for mvgam marginaleffects calculations
GP | Specify dynamic Gaussian processes
gratia_mvgam_enhancements | Enhance mvgam post-processing using gratia functionality

## -- H --

hindcast | Extract hindcasts for a fitted 'mvgam' object
hindcast.mvgam | Extract hindcasts for a fitted 'mvgam' object

## -- I --

Index | Index 'mvgam' objects
index-mvgam | Index 'mvgam' objects
irf | Calculate latent VAR impulse response functions
irf.mvgam | Calculate latent VAR impulse response functions

## -- L --

lfo_cv | Approximate leave-future-out cross-validation of fitted 'mvgam' objects
lfo_cv.mvgam | Approximate leave-future-out cross-validation of fitted 'mvgam' objects
logLik.mvgam | Compute pointwise Log-Likelihoods from fitted 'mvgam' objects
lognormal | Supported mvgam families
log_posterior.mvgam | Extract diagnostic quantities of 'mvgam' models
loo.mvgam | LOO information criteria for 'mvgam' models
loo_compare.mvgam | LOO information criteria for 'mvgam' models
lv_correlations | Calculate trend correlations based on mvgam latent factor loadings

## -- M --

mcmc_plot.mvgam | MCMC plots as implemented in 'bayesplot'
model.frame.mvgam | Extract model.frame from a fitted mvgam object
model.frame.mvgam_prefit | Extract model.frame from a fitted mvgam object
monotonic | Monotonic splines in mvgam
mvgam | Fit a Bayesian dynamic GAM to a univariate or multivariate set of time series
mvgam-class | Fitted 'mvgam' object description
mvgam_diagnostics | Extract diagnostic quantities of 'mvgam' models
mvgam_draws | Extract posterior draws from fitted 'mvgam' objects
mvgam_families | Supported mvgam families
mvgam_forecast-class | 'mvgam_forecast' object description
mvgam_formulae | Details of formula specifications in 'mvgam'
mvgam_irf-class | 'mvgam_irf' object description
mvgam_marginaleffects | Helper functions for mvgam marginaleffects calculations
mvgam_trends | Supported mvgam trend models

## -- N --

names | Index 'mvgam' objects
nb | Supported mvgam families
neff_ratio | Extract diagnostic quantities of 'mvgam' models
neff_ratio.mvgam | Extract diagnostic quantities of 'mvgam' models
nmix | Supported mvgam families
nuts_params | Extract diagnostic quantities of 'mvgam' models
nuts_params.mvgam | Extract diagnostic quantities of 'mvgam' models

## -- P --

pairs.mvgam | Create a matrix of output plots from a 'mvgam' object
plot.mvgam | Default mvgam plots
plot.mvgam_conditional_effects | Display Conditional Effects of Predictors
plot.mvgam_forecast | Plot mvgam posterior predictions for a specified series
plot.mvgam_irf | Plot impulse responses from an mvgam_irf object This function takes an 'mvgam_irf' object and produces plots of Impulse Response Functions
plot.mvgam_lfo | Plot Pareto-k and ELPD values from a leave-future-out object
plot_mvgam_factors | Latent factor summaries for a fitted mvgam object
plot_mvgam_fc | Plot mvgam posterior predictions for a specified series
plot_mvgam_forecasts | Plot mvgam posterior predictions for a specified series
plot_mvgam_pterms | Plot mvgam parametric term partial effects
plot_mvgam_randomeffects | Plot mvgam random effect terms
plot_mvgam_resids | Residual diagnostics for a fitted mvgam object
plot_mvgam_series | Plot observed time series used for mvgam modelling
plot_mvgam_smooth | Plot mvgam smooth terms
plot_mvgam_trend | Plot mvgam latent trend for a specified series
plot_mvgam_uncertainty | Plot mvgam forecast uncertainty contributions for a specified series
portal_data | Portal Project rodent capture survey data
posterior_epred.mvgam | Draws from the Expected Value of the Posterior Predictive Distribution
posterior_linpred.mvgam | Posterior Draws of the Linear Predictor
posterior_predict.mvgam | Draws from the Posterior Predictive Distribution
ppc | Plot mvgam posterior predictive checks for a specified series
ppc.mvgam | Plot mvgam posterior predictive checks for a specified series
pp_check | Posterior Predictive Checks for 'mvgam' Objects
pp_check.mvgam | Posterior Predictive Checks for 'mvgam' Objects
Predict.matrix.mod.smooth | Monotonic splines in mvgam
Predict.matrix.moi.smooth | Monotonic splines in mvgam
predict.mvgam | Predict from the GAM component of an mvgam model
print.mvgam | Summary for a fitted mvgam object
print.mvgam_conditional_effects | Display Conditional Effects of Predictors
PW | Specify piecewise linear or logistic trends

## -- R --

residuals.mvgam | Posterior draws of 'mvgam' residuals
rhat | Extract diagnostic quantities of 'mvgam' models
rhat.mvgam | Extract diagnostic quantities of 'mvgam' models
roll_eval_mvgam | Evaluate forecasts from fitted mvgam objects
RW | Specify autoregressive dynamic processes

## -- S --

score | Compute probabilistic forecast scores for mvgam objects
score.mvgam_forecast | Compute probabilistic forecast scores for mvgam objects
series_to_mvgam | This function converts univariate or multivariate time series ('xts' or 'ts' objects) to the format necessary for 'mvgam'
set_coef.mvgam | Helper functions for mvgam marginaleffects calculations
sim_mvgam | Simulate a set of time series for mvgam modelling
smooth.construct.mod.smooth.spec | Monotonic splines in mvgam
smooth.construct.moi.smooth.spec | Monotonic splines in mvgam
stancode.mvgam | Stan code and data objects for mvgam models
stancode.mvgam_prefit | Stan code and data objects for mvgam models
standata.mvgam_prefit | Stan code and data objects for mvgam models
student | Supported mvgam families
student_t | Supported mvgam families
summary.mvgam | Summary for a fitted mvgam object
summary.mvgam_prefit | Summary for a fitted mvgam object

## -- T --

their | Index 'mvgam' objects
tweedie | Supported mvgam families

## -- U --

update.mvgam | Update an existing 'mvgam' object

## -- V --

VAR | Specify autoregressive dynamic processes
variables | Index 'mvgam' objects
variables.mvgam | Index 'mvgam' objects

## -- misc --

`mgcv` | Index 'mvgam' objects