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Nicholas Clark committed Mar 12, 2024
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2 changes: 2 additions & 0 deletions README.Rmd
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Expand Up @@ -18,6 +18,8 @@ knitr::opts_chunk$set(
)
```

<img src="man/figures/mvgam_logo.png" width = 120 alt="brms Logo"/>[<img src="https://raw.githubusercontent.com/stan-dev/logos/master/logo_tm.png" align="right" width=120 alt="Stan Logo"/>](https://mc-stan.org/)

*mvgam*
================

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44 changes: 23 additions & 21 deletions README.md
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<!-- README.md is generated from README.Rmd. Please edit that file -->

<img src="man/figures/mvgam_logo.png" width = 120 alt="brms Logo"/>[<img src="https://raw.githubusercontent.com/stan-dev/logos/master/logo_tm.png" align="right" width=120 alt="Stan Logo"/>](https://mc-stan.org/)

# *mvgam*

The goal of `mvgam` is to fit Bayesian Dynamic Generalized Additive
Expand Down Expand Up @@ -317,29 +319,29 @@ summary(lynx_mvgam)
#>
#>
#> GAM coefficient (beta) estimates:
#> 2.5% 50% 97.5% Rhat n_eff
#> (Intercept) 6.100 6.60000 7.0000 1.00 659
#> s(season).1 -0.630 0.02900 0.7500 1.00 1162
#> s(season).2 -0.250 0.81000 1.8000 1.01 422
#> s(season).3 -0.039 1.20000 2.5000 1.01 371
#> s(season).4 -0.560 0.43000 1.4000 1.01 902
#> s(season).5 -1.200 -0.14000 1.0000 1.01 565
#> s(season).6 -1.100 0.00089 1.1000 1.01 703
#> s(season).7 -0.810 0.37000 1.5000 1.00 873
#> s(season).8 -0.980 0.26000 1.8000 1.01 366
#> s(season).9 -1.100 -0.29000 0.6600 1.00 474
#> s(season).10 -1.400 -0.67000 0.0049 1.00 673
#> 2.5% 50% 97.5% Rhat n_eff
#> (Intercept) 6.10 6.6000 7.0000 1.00 771
#> s(season).1 -0.59 0.0480 0.7200 1.00 973
#> s(season).2 -0.25 0.8000 1.8000 1.01 389
#> s(season).3 -0.12 1.2000 2.5000 1.01 321
#> s(season).4 -0.55 0.4100 1.3000 1.00 892
#> s(season).5 -1.20 -0.1000 0.9300 1.00 479
#> s(season).6 -1.00 -0.0089 1.1000 1.00 577
#> s(season).7 -0.72 0.3400 1.4000 1.01 659
#> s(season).8 -0.95 0.2200 1.8000 1.01 328
#> s(season).9 -1.10 -0.3100 0.6700 1.00 398
#> s(season).10 -1.30 -0.6700 -0.0054 1.01 595
#>
#> Approximate significance of GAM observation smooths:
#> edf Chi.sq p-value
#> s(season) 3.71 18666 0.28
#> s(season) 4.44 17999 0.27
#>
#> Latent trend AR parameter estimates:
#> 2.5% 50% 97.5% Rhat n_eff
#> ar1[1] 0.75 1.10 1.400 1.00 614
#> ar2[1] -0.84 -0.41 0.042 1.00 1688
#> ar3[1] -0.48 -0.12 0.300 1.01 571
#> sigma[1] 0.40 0.50 0.640 1.00 868
#> ar1[1] 0.73 1.10 1.400 1.00 609
#> ar2[1] -0.82 -0.41 0.043 1.00 1562
#> ar3[1] -0.46 -0.12 0.300 1.01 510
#> sigma[1] 0.40 0.50 0.630 1.00 1051
#>
#> Stan MCMC diagnostics:
#> n_eff / iter looks reasonable for all parameters
Expand All @@ -348,7 +350,7 @@ summary(lynx_mvgam)
#> 0 of 2000 iterations saturated the maximum tree depth of 12 (0%)
#> E-FMI indicated no pathological behavior
#>
#> Samples were drawn using NUTS(diag_e) at Fri Mar 01 9:45:36 AM 2024.
#> Samples were drawn using NUTS(diag_e) at Tue Mar 12 1:50:01 PM 2024.
#> For each parameter, n_eff is a crude measure of effective sample size,
#> and Rhat is the potential scale reduction factor on split MCMC chains
#> (at convergence, Rhat = 1)
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``` r
require(ggplot2)
#> Loading required package: ggplot2
#> Warning: package 'ggplot2' was built under R version 4.3.2
#> Warning: package 'ggplot2' was built under R version 4.3.3
plot_predictions(lynx_mvgam, condition = 'season', points = 0.5) +
theme_classic()
```
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<img src="man/figures/README-unnamed-chunk-21-1.png" width="60%" style="display: block; margin: auto;" />

#> Out of sample CRPS:
#> [1] 2901.021
#> [1] 2852.181

And the estimated latent trend component, again using the more flexible
`plot_mvgam_...()` option to show first derivatives of the estimated
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#> 0 of 2000 iterations saturated the maximum tree depth of 12 (0%)
#> E-FMI indicated no pathological behavior
#>
#> Samples were drawn using NUTS(diag_e) at Fri Mar 01 9:46:54 AM 2024.
#> Samples were drawn using NUTS(diag_e) at Tue Mar 12 1:51:32 PM 2024.
#> For each parameter, n_eff is a crude measure of effective sample size,
#> and Rhat is the potential scale reduction factor on split MCMC chains
#> (at convergence, Rhat = 1)
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180 changes: 89 additions & 91 deletions docs/articles/data_in_mvgam.html

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26 changes: 13 additions & 13 deletions docs/articles/forecast_evaluation.html

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