Package: bdsm 0.3.0

bdsm: Bayesian Dynamic Systems Modeling

Implements methods for building and analyzing models based on panel data as described in the paper by Moral-Benito (2013, <doi:10.1080/07350015.2013.818003>). The package provides functions to estimate dynamic panel data models and analyze the results of the estimation.

Authors:Mateusz Wyszynski [aut], Marcin Dubel [ctb, cre], Krzysztof Beck [ctb]

bdsm_0.3.0.tar.gz
bdsm_0.3.0.zip(r-4.7-x86_64)bdsm_0.3.0.zip(r-4.7-arm64)bdsm_0.3.0.zip(r-4.6-x86_64)bdsm_0.3.0.zip(r-4.6-arm64)bdsm_0.3.0.zip(r-4.5-x86_64)
bdsm_0.3.0.tgz(r-4.6-x86_64)bdsm_0.3.0.tgz(r-4.6-arm64)bdsm_0.3.0.tgz(r-4.5-x86_64)bdsm_0.3.0.tgz(r-4.5-arm64)
bdsm_0.3.0.tar.gz(r-4.7-arm64)bdsm_0.3.0.tar.gz(r-4.7-x86_64)bdsm_0.3.0.tar.gz(r-4.6-arm64)bdsm_0.3.0.tar.gz(r-4.6-x86_64)
bdsm_0.3.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
bdsm/json (API)

# Install 'bdsm' in R:

install.packages('bdsm', repos = c('https://mdubel.r-universe.dev', 'https://cloud.r-project.org'))

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

Datasets:

economic_growth - Economic Growth Data
full_bma_results - Example output of the bma function
full_model_space - Example output of the optim_model_space function
original_economic_growth - Economic Growth Data in the original format
small_model_space - Example output of the optim_model_space function

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblas cpp

2.70 score 9 scripts 404 downloads 24 exports 85 dependencies

Last updated from:d039ced239. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	151
linux-devel-x86_64	OK	162
source / vignettes	OK	267
linux-release-arm64	OK	141
linux-release-x86_64	OK	179
macos-release-arm64	OK	231
macos-release-x86_64	OK	411
macos-oldrel-arm64	OK	190
macos-oldrel-x86_64	OK	381
windows-devel-arm64	OK	362
windows-devel-x86_64	OK	192
windows-release-arm64	OK	358
windows-release-x86_64	OK	146
windows-oldrel-x86_64	OK	126
wasm-release	OK	142

Exports:best_models bma coef_hist compute_model_space_stats exogenous_matrix feature_standardization hessian init_model_space_params join_lagged_col jointness matrices_from_df model_pmp model_sizes optim_model_space optim_model_space_params regressor_names_from_params_vector residual_maker_matrix sem_B_matrix sem_C_matrix sem_dep_var_matrix sem_likelihood sem_psi_matrix sem_regressors_matrix sem_sigma_matrix

Dependencies:abind backports boot broom car carData cli colorspace corrplot cowplot cpp11 Deriv doBy dplyr evaluate farver forecast Formula fracdiff generics ggplot2 ggpubr ggrepel ggsci ggsignif glue gridExtra gtable highr isoband knitr labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels mgcv minqa modelr nlme nloptr nnet numDeriv optimbase pbapply pbkrtest pillar pkgconfig polynom purrr quantreg R6 rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas rje rlang rootSolve rstatix S7 scales SparseM stringi stringr survival tibble tidyr tidyselect timeDate urca utf8 vctrs viridisLite withr xfun yaml zoo

bdsm: Bayesian dynamic systems modelling

Rendered frombdsm_vignette.Rnwusingutils::Sweave

Last update: 2025-09-02
Started: 2025-05-02

Citation

Readme and manuals

Help Manual

Help page	Topics
Table with the best models according to one of the posterior criteria	best_models
Calculation of the bma object	bma
Graphs of the distribution of the coefficients over the model space	coef_hist
Approximate standard deviations for the models	compute_model_space_stats
Economic Growth Data	economic_growth
Matrix with exogenous variables for SEM representation	exogenous_matrix
Perform feature standardization	feature_standardization
Example output of the bma function	full_bma_results
Example output of the optim_model_space function	full_model_space
Hessian matrix	hessian
Initialize model space matrix	init_model_space_params
Dataframe with no lagged column	join_lagged_col
Calculation of of the jointness measures	jointness
List of matrices for SEM model	matrices_from_df
Graphs of the prior and posterior model probabilities for the best individual models	model_pmp
Graphs of the prior and posterior model probabilities of the model sizes	model_sizes
Calculation of the model_space object	optim_model_space
Finds MLE parameters for each model in the given model space	optim_model_space_params
Economic Growth Data in the original format	original_economic_growth
Helper function to extract names from a vector defining a model	regressor_names_from_params_vector
Residual Maker Matrix	residual_maker_matrix
Coefficients matrix for SEM representation	sem_B_matrix
Coefficients matrix for initial conditions	sem_C_matrix
Matrix with dependent variable data for SEM representation	sem_dep_var_matrix
Likelihood for the SEM model	sem_likelihood
Matrix with psi parameters for SEM representation	sem_psi_matrix
Matrix with regressors data for SEM representation	sem_regressors_matrix
Covariance matrix for SEM representation	sem_sigma_matrix
Example output of the optim_model_space function (small version)	small_model_space

Package: bdsm 0.3.0

bdsm: Bayesian Dynamic Systems Modeling

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)