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.

Documentation

Manual: growfunctions.pdf
Vignette: None available.

Maintainer: Terrance Savitsky <tds151 at gmail.com>

Author(s): Terrance Savitsky

Install package and any missing dependencies by running this line in your R console:

install.packages("growfunctions")

Depends R (>= 3.2.2), Rcpp(>=0.11.6)
Imports Matrix(>=1.1), spam(>=0.41-0), mvtnorm(>=1.0-0), ggplot2(>=1.0.1), reshape2(>=1.2.2)
Suggests testthat(>=0.8.1)
Enhances
Linking to Rcpp(>=0.11.6), RcppArmadillo(>=0.5.000)
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Package growfunctions
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Version 0.13
Published 2016-08-16
License GPL (>= 3)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks growfunctions check results
Package source growfunctions_0.13.tar.gz