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dynamite : An R Package for Dynamic Multivariate Panel Models

Santtu Tikka & Jouni Helske

Journal of Statistical Software2025https://doi.org/10.18637/jss.v115.i05preprint
ABDC A
Weight
0.43

Abstract

dynamite is an R package for Bayesian inference of intensive panel (time series) data comprising multiple measurements per multiple individuals measured in time. The package supports joint modeling of multiple response variables, time-varying and time-invariant effects, a wide range of discrete and continuous distributions, group-specific random effects, latent factors, and customization of prior distributions of the model parameters. Models in the package are defined via a user-friendly formula interface, and estimation of the posterior distribution of the model parameters takes advantage of state-of-the-art Markov chain Monte Carlo methods. The package enables efficient computation of both individual-level and aggregated predictions and offers a comprehensive suite of tools for visualization and model diagnostics.

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https://doi.org/https://doi.org/10.18637/jss.v115.i05

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@article{santtu2025,
  title        = {{dynamite : An R Package for Dynamic Multivariate Panel Models}},
  author       = {Santtu Tikka & Jouni Helske},
  journal      = {Journal of Statistical Software},
  year         = {2025},
  doi          = {https://doi.org/https://doi.org/10.18637/jss.v115.i05},
}

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Evidence weight

0.43

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.32 × 0.4 = 0.13
M · momentum0.55 × 0.15 = 0.08
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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