dgtf

Variational and MCMC inference for Bayesian state-space models of count data.

dgtf provides a unified R interface to variational Bayes and MCMC for a general class of dynamic generalized transfer function models for count data.

Installation

1. Clone the repository from a terminal.

git clone git@github.com:minimeini/dgtf.git

2. Change into the repository with cd dgtf.
3. Install the R package.
   • In terminal: R CMD INSTALL .
   • Or in R: devtools::install(".")

System requirements

• C++17 compiler
• LAPACK and BLAS, both provided by R

The current release builds without OpenMP, so the parallel sections of the sequential Monte Carlo filter are evaluated serially, and no OpenMP runtime or omp.h header is needed.

R package dependencies

• LinkingTo: Rcpp, RcppArmadillo, BH, RcppProgress, pg.
• Imports: Rcpp, ggplot2 (plus base stats, utils, graphics, and grDevices).

License

MIT (see LICENSE).