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growfunctions (version 0.11)

Bayesian non-parametric dependent models for time-indexed functional data

Description

Estimates a collection of time-indexed functions under either of Gaussian process (GP) or intrinsic Gaussian Markov random field (iGMRF) prior formulations where a Dirichlet process mixture allows sub-groupings of the functions to share the same covariance or precision parameters. The GP and iGMRF formulations both support any number of additive covariance or precision terms, respectively, expressing either or both of multiple trend and seasonality.

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Install

install.packages('growfunctions')

Monthly Downloads

337

Version

0.11

License

GPL (>= 3)

Last Published

December 9th, 2014

Functions in growfunctions (0.11)