dynamite: Bayesian Modeling and Causal Inference for Multivariate Longitudinal Data (built with Stan) by Santtu Tikka and @jouni_helske

... complex panel (time series) data comprising of multiple measurements per multiple individuals measured in time via dynamic multivariate panel models...

https://docs.ropensci.org/dynamite/index.html

#bayes #mcmc #rstats

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 (2022) <doi:10.31235/osf.io/mdwu5>. 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, 2023) <arxiv:2302.01607>.