Variational and Monte Carlo Inference for Bayesian State-Space Models of Count Data

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Documentation for package ‘dgtf’ version 0.1.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

as_dgtf_sim	Coerce a list of simulated data to a 'dgtf_sim' object
covid_scz_2020	Daily new COVID-19 cases, Santa Cruz County, California
dgtf	Fit a DGTF model
dgtf-err	System error distribution components
dgtf-gain	Gain function components
dgtf-lag	Lag distribution components
dgtf-link	Link-function components
dgtf-obs	Observation distribution components
dgtf-priors	Prior distribution constructors
dgtf-seasonality	Seasonality constructors
dgtf-sys	System-equation components
dgtf_compare	Side-by-side comparison of fitted DGTF models, PPC objects, or forecasts
dgtf_compare_params	Per-parameter posterior summaries across multiple fits
dgtf_compare_plot	Compare fitted DGTF model plots
dgtf_distributed_lag	Distributed lag model
dgtf_forecast_fit	Out-of-sample forecasts from a DGTF fit
dgtf_hawkes	Discretized Hawkes model
dgtf_koyck	Koyck distributed lag model
dgtf_model	Build a DGTF model
dgtf_nb_ar	Negative binomial AR model with time-varying coefficients
dgtf_poisson_ar	Poisson AR model with time-varying coefficients
dgtf_prior	Aggregate priors for inference
dgtf_simulate_model	Simulate from a DGTF model
dist_beta	Prior distribution constructors
dist_gamma	Prior distribution constructors
epiestim_baseline	EpiEstim R_t baseline for model comparison
err_constant	System error distribution components
err_gaussian	System error distribution components
ess	Effective sample size of an MCMC chain
extract_state_draws	Latent state posterior draws
fitted.dgtf_fit	Fitted values, residuals and predictions of a fitted DGTF model
gain_exponential	Gain function components
gain_identity	Gain function components
gain_logistic	Gain function components
gain_ramp	Gain function components
gain_softplus	Gain function components
half_cauchy	Prior distribution constructors
half_normal	Prior distribution constructors
half_t	Prior distribution constructors
inv_gamma	Prior distribution constructors
lag_lognormal	Lag distribution components
lag_nbinom	Lag distribution components
lag_uniform	Lag distribution components
link_exponential	Link-function components
link_identity	Link-function components
link_logistic	Link-function components
mcmc_control	MCMC control
normal	Prior distribution constructors
obs_nbinom	Observation distribution components
obs_nbinom_p	Observation distribution components
obs_normal	Observation distribution components
obs_poisson	Observation distribution components
param_recovery	Posterior recovery of static parameters against truth
plot.dgtf_forecast	Plot a posterior predictive forecast
plot.dgtf_sim	Plot a simulated DGTF series
plot_dgtf_lag	Lag distribution comparison plot
plot_dgtf_y	In-sample fit and out-of-sample forecast on one plot
plot_dgtf_y_compare	Multi-method in-sample + forecast comparison plot
posterior_predict	Posterior predictive draws
posterior_predict.dgtf_fit	Posterior predictive draws
predict.dgtf_fit	Fitted values, residuals and predictions of a fitted DGTF model
print.summary.dgtf_fit	Summarize a fitted DGTF model
residuals.dgtf_fit	Fitted values, residuals and predictions of a fitted DGTF model
rhat	Split-Rhat (Gelman-Rubin) convergence diagnostic
seas_none	Seasonality constructors
seas_period	Seasonality constructors
seas_weekly	Seasonality constructors
sim_hawkes	Default simulated count series with ground-truth model and latents
summary.dgtf_fit	Summarize a fitted DGTF model
sys_identity	System-equation components
sys_nbinom	System-equation components
sys_shift	System-equation components
uniform	Prior distribution constructors
vb_control	Hybrid variational approximation control