Package: walker
Type: Package
Title: Bayesian Generalized Linear Models with Time-Varying
        Coefficients
Version: 1.0.2
Date: 2021-04-07
Description: Bayesian generalized linear models with time-varying coefficients 
    as in Helske (2020, <arXiv:2009.07063>). 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>).
Authors@R: 
    person(given = "Jouni",
           family = "Helske",
           role = c("aut", "cre"),
           email = "jouni.helske@iki.fi",
           comment = c(ORCID = "0000-0001-7130-793X"))
License: GPL (>= 3)
Suggests: diagis, gridExtra, knitr (>= 1.11), rmarkdown (>= 0.8.1),
        testthat
Depends: bayesplot, R (>= 3.4.0), Rcpp (>= 0.12.9), rstan (>= 2.18.1)
Imports: coda, dplyr, Hmisc, ggplot2, KFAS, loo, methods, rlang,
        rstantools (>= 2.0.0)
LinkingTo: StanHeaders (>= 2.18.0), rstan (>= 2.18.1), BH (>= 1.66.0),
        Rcpp (>= 0.12.9), RcppArmadillo, RcppEigen (>= 0.3.3.3.0)
SystemRequirements: C++14, GNU make
Biarch: true
VignetteBuilder: knitr
RoxygenNote: 7.1.1
ByteCompile: true
URL: https://github.com/helske/walker
BugReports: https://github.com/helske/walker/issues
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2021-04-06 13:34:09 UTC; jovetale
Author: Jouni Helske [aut, cre] (<https://orcid.org/0000-0001-7130-793X>)
Maintainer: Jouni Helske <jouni.helske@iki.fi>
Repository: CRAN
Date/Publication: 2021-04-06 16:10:02 UTC
Built: R 3.6.3; x86_64-w64-mingw32; 2021-05-12 23:43:49 UTC; windows
Archs: i386, x64
