Spatiotemporal Propagation for Multivariate Bayesian Dynamic Learning.

spFFBS

Overview

This package provides the principal parallelized implementation of forward filtering backward sampling algorithm, along with dynamic Bayesian predictive stacking to achieve exact posterior inference avoiding simulation-based approaches for multivariate spatiotemporal models.

Installation

Since the package is not already available on CRAN (already submitted, and hopefully soon available), we use the devtools R package to install. Then, check for its presence on your device, otherwise install it:

if (!require(devtools)) {
  install.packages("devtools", dependencies = TRUE)
}

Once you have installed devtools, we can proceed. Let's install the spFFBS package!

devtools::install_github("lucapresicce/spFFBS")

Usage

Once successfully installed, load the library in R.

library(spFFBS)

Cool! You are ready to start, now you too could perform fast & feasible Bayesian spatiotemporal modeling!

Contacts