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mvgam

MultiVariate (Dynamic) Generalized Additive Models

The mvgam

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Install

install.packages('mvgam')

Monthly Downloads

4,411

Version

1.1.594

License

MIT + file LICENSE

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Repository

https://github.com/nicholasjclark/mvgam

Homepage

https://nicholasjclark.github.io/mvgam/

Maintainer

Nicholas J Clark

Last Published

January 21st, 2026

Functions in mvgam (1.1.594)

Calculate latent VAR forecast error variance decompositions

gratia_mvgam_enhancements

Enhance post-processing of mvgam models using gratia functionality

Expected values of the posterior predictive distribution for mvgam objects

Extract formulae from mvgam objects

how_to_cite.mvgam

Generate a methods description for mvgam models

get_mvgam_priors

Extract information on default prior distributions for an mvgam model

Extract or compute hindcasts and forecasts for a fitted mvgam object

Index mvgam objects

evaluate_mvgams

Evaluate forecasts from fitted mvgam objects

Extract hindcasts for a fitted mvgam object

mcmc_plot.mvgam

MCMC plots of mvgam parameters, as implemented in bayesplot

Calculate latent VAR impulse response functions

LOO information criteria for mvgam models

Approximate leave-future-out cross-validation of fitted mvgam objects

model.frame.mvgam

Extract model.frame from a fitted mvgam object

Fitted mvgam object description

Monotonic splines in mvgam models

Fit Joint Species Distribution Models in mvgam

Compute pointwise Log-Likelihoods from fitted mvgam objects

lv_correlations

Calculate trend correlations based on latent factor loadings for mvgam models

mvgam_forecast-class

mvgam_forecast object description

mvgam_fevd-class

mvgam_fevd object description

mvgam_diagnostics

Extract diagnostic quantities of mvgam models

Extract posterior draws from fitted mvgam objects

Supported mvgam families

Details of formula specifications in mvgam models

mvgam_marginaleffects

Helper functions for marginaleffects calculations in mvgam models

Fit a Bayesian Dynamic GAM to Univariate or Multivariate Time Series

mvgam: Multivariate (Dynamic) Generalized Additive Models

mvgam_irf-class

mvgam_irf object description

mvgam_use_cases

Example use cases for mvgam

Default plots for mvgam models

Create a matrix of output plots from a mvgam object

Plot impulse responses from an mvgam_irf object

Supported latent trend models in mvgam

Specify piecewise linear or logistic trends in mvgam models

ordinate.jsdgam

Latent variable ordination plots from jsdgam objects

plot.mvgam_fevd

Plot forecast error variance decompositions from an mvgam_fevd object

mvgam_residcor-class

mvgam_residcor object description

plot.mvgam_residcor

Plot residual correlations based on latent factors

plot_mvgam_randomeffects

Plot random effect terms from mvgam models

plot_mvgam_resids

Residual diagnostics for a fitted mvgam object

Plot Pareto-k and ELPD values from a mvgam_lfo object

plot_mvgam_pterms

Plot parametric term partial effects for mvgam models

plot_mvgam_factors

Latent factor summaries for a fitted mvgam object

plot_mvgam_forecasts

Plot posterior forecast predictions from mvgam models

plot_mvgam_trend

Plot latent trend predictions from mvgam models

plot_mvgam_smooth

Plot smooth terms from mvgam models

Posterior Predictive Checks for mvgam models

Plot conditional posterior predictive checks from mvgam models

posterior_predict.mvgam

Draws from the posterior predictive distribution for mvgam objects

print.mvgam_summary

Print method for mvgam_summary objects

Print a fitted mvgam object

Predict from a fitted mvgam model

plot_mvgam_series

Plot observed time series used for mvgam modelling

series_to_mvgam

Convert timeseries object to format necessary for mvgam models

Portal Project rodent capture survey data

Simulate a set of time series for modelling in mvgam

summary.mvgam_forecast

Posterior summary of hindcast and forecast objects

summary.mvgam_fevd

Posterior summary of forecast error variance decompositions

plot_mvgam_uncertainty

Plot forecast uncertainty contributions from mvgam models

residuals.mvgam

Posterior draws of residuals from mvgam models

score.mvgam_forecast

Compute probabilistic forecast scores for mvgam models

posterior_epred.mvgam

Draws from the expected value of the posterior predictive distribution for mvgam objects

posterior_linpred.mvgam

Posterior draws of the linear predictor for mvgam objects

summary.mvgam_irf

Posterior summary of impulse responses

residual_cor.jsdgam

Extract residual correlations based on latent factors

Objects exported from other packages

stability.mvgam

Calculate measures of latent VAR community stability

Summary for a fitted mvgam models

Update an existing mvgam model object

Tidy an mvgam object's parameter posteriors

Specify correlated residual processes in mvgam

conditional_effects.mvgam

Display conditional effects of predictors for mvgam models

add_residuals.mvgam

Calculate randomized quantile residuals for mvgam objects

Augment an mvgam object's data

Stan code and data objects for mvgam models

Specify autoregressive dynamic processes in mvgam

all_neon_tick_data

NEON Amblyomma and Ixodes tick abundance survey data

Specify dynamic Gaussian process trends in mvgam models

ensemble.mvgam_forecast

Combine forecasts from mvgam models into evenly weighted ensembles

Defining dynamic coefficients in mvgam formulae