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growfunctions

swMATH ID: 16375
Software Authors: Terrance Savitsky
Description: 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.
Homepage: https://cran.r-project.org/web/packages/growfunctions/index.html
Source Code: https://github.com/cran/growfunctions
Dependencies: R
Keywords: CRAN; R package; time-indexed functions; Gaussian process; intrinsic Gaussian Markov random field; iGMRF
Related Software: R; GPstuff; Matlab; CARBayes; tgp
Cited in: 1 Publication

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