dynamite is an R package for Bayesian inference of intensive panel (time series) data comprising multiple measurements per multiple individuals measured in time. The package supports joint modeling of multiple response variables, time-varying and time-invariant effects, a wide range of discrete and continuous distributions, group-specific random effects, latent factors, and customization of prior distributions of the model parameters. Models in the package are defined via a user-friendly formula interface, and estimation of the posterior distribution of the model parameters takes advantage of state-of-the-art Markov chain Monte Carlo methods. The package enables efficient computation of both individual-level and aggregated predictions and offers a comprehensive suite of tools for visualization and model diagnostics.
翻译:dynamite是一个用于贝叶斯推断的R软件包,适用于包含多个个体在时间维度上重复测量的密集型面板(时间序列)数据。该软件包支持对多个响应变量的联合建模,包含时变效应与时不变效应,涵盖广泛的离散与连续分布类型,支持组别特异性随机效应、潜在因子,并允许用户自定义模型参数的先验分布。软件包中的模型通过用户友好的公式界面进行定义,模型参数后验分布的估计采用最先进的马尔可夫链蒙特卡洛方法实现。该软件包能够高效计算个体层面与聚合层面的预测,并提供了一套完整的可视化与模型诊断工具。