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Bayesian Generalized Linear Models with Time-Varying Coefficients

v1.0.10 · Aug 29, 2024 · GPL (>= 3)

Description

Efficient Bayesian generalized linear models with time-varying coefficients as in Helske (2022, <doi:10.1016/j.softx.2022.101016>). Gaussian, Poisson, and binomial observations are supported. The Markov chain Monte Carlo (MCMC) computations are done using Hamiltonian Monte Carlo provided by Stan, using a state space representation of the model in order to marginalise over the coefficients for efficient sampling. For non-Gaussian models, the package uses the importance sampling type estimators based on approximate marginal MCMC as in Vihola, Helske, Franks (2020, <doi:10.1111/sjos.12492>).

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r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
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r-oldrel-windows-x86_64 NOTE
r-patched-linux-x86_64 OK
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r-release-macos-arm64 OK
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r-release-windows-x86_64 OK
Check details (16 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 115.6Mb
  sub-directories of 1Mb or more:
    libs  114.2Mb
NOTE r-oldrel-macos-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 106.2Mb
  sub-directories of 1Mb or more:
    libs  104.8Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.9Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb
OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is 115.6Mb
  sub-directories of 1Mb or more:
    libs  114.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is 106.2Mb
  sub-directories of 1Mb or more:
    libs  104.8Mb
NOTE r-oldrel-windows-x86_64

installed package size

  installed size is  5.9Mb
  sub-directories of 1Mb or more:
    libs   4.6Mb

Dependency Network

Dependencies Reverse dependencies bayesplot rstan coda dplyr Hmisc ggplot2 KFAS loo Rcpp (>= 0.12.9) RcppParallel rlang rstantools walker

Version History

new 1.0.10 Mar 9, 2026