Package: bdsm 0.3.0

Marcin Dubel

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.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
card.svg |card.png
bdsm/json (API)
NEWS

# Install 'bdsm' in R:
install.packages('bdsm', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

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

openblascpp

3.00 score 9 scripts 179 downloads 24 exports 86 dependencies

Last updated from:d039ced239. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK179
linux-devel-x86_64OK191
source / vignettesOK264
linux-release-arm64OK185
linux-release-x86_64OK176
wasm-releaseOK142

Exports:best_modelsbmacoef_histcompute_model_space_statsexogenous_matrixfeature_standardizationhessianinit_model_space_paramsjoin_lagged_coljointnessmatrices_from_dfmodel_pmpmodel_sizesoptim_model_spaceoptim_model_space_paramsregressor_names_from_params_vectorresidual_maker_matrixsem_B_matrixsem_C_matrixsem_dep_var_matrixsem_likelihoodsem_psi_matrixsem_regressors_matrixsem_sigma_matrix

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecorrplotcowplotcpp11DerivdoBydplyrevaluatefarverforecastFormulafracdiffgenericsggplot2ggpubrggrepelggsciggsignifgluegridExtragtablehighrisobandknitrlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrnlmenloptrnnetnumDerivoptimbasepbapplypbkrtestpillarpkgconfigpolynompurrrquantregR6rbibutilsRColorBrewerRcppRcppArmadilloRcppEigenRdpackreformulasrjerlangrootSolverstatixS7scalesSparseMstringistringrsurvivaltibbletidyrtidyselecttimeDateurcautf8vctrsviridisLitewithrxfunyamlzoo

bdsm: Bayesian dynamic systems modelling

Rendered frombdsm_vignette.Rnwusingutils::Sweaveon Jun 05 2026.

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

Readme and manuals

Help Manual

Help pageTopics
Table with the best models according to one of the posterior criteriabest_models
Calculation of the bma objectbma
Graphs of the distribution of the coefficients over the model spacecoef_hist
Approximate standard deviations for the modelscompute_model_space_stats
Economic Growth Dataeconomic_growth
Matrix with exogenous variables for SEM representationexogenous_matrix
Perform feature standardizationfeature_standardization
Example output of the bma functionfull_bma_results
Example output of the optim_model_space functionfull_model_space
Hessian matrixhessian
Initialize model space matrixinit_model_space_params
Dataframe with no lagged columnjoin_lagged_col
Calculation of of the jointness measuresjointness
List of matrices for SEM modelmatrices_from_df
Graphs of the prior and posterior model probabilities for the best individual modelsmodel_pmp
Graphs of the prior and posterior model probabilities of the model sizesmodel_sizes
Calculation of the model_space objectoptim_model_space
Finds MLE parameters for each model in the given model spaceoptim_model_space_params
Economic Growth Data in the original formatoriginal_economic_growth
Helper function to extract names from a vector defining a modelregressor_names_from_params_vector
Residual Maker Matrixresidual_maker_matrix
Coefficients matrix for SEM representationsem_B_matrix
Coefficients matrix for initial conditionssem_C_matrix
Matrix with dependent variable data for SEM representationsem_dep_var_matrix
Likelihood for the SEM modelsem_likelihood
Matrix with psi parameters for SEM representationsem_psi_matrix
Matrix with regressors data for SEM representationsem_regressors_matrix
Covariance matrix for SEM representationsem_sigma_matrix
Example output of the optim_model_space function (small version)small_model_space