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...
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>.