growfunctions
R package growfunctions. 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.
Keywords for this software
References in zbMATH (referenced in 2 articles , 1 standard article )
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Sorted by year (- Savitsky, Terrance D.; Toth, Daniell: Bayesian estimation under informative sampling (2016)
- Terrance Savitsky: Bayesian Nonparametric Mixture Estimation for Time-Indexed Functional Data in R (2016) not zbMATH