spFFBS

Overview

This package provides the principal parallelized implementation of forward filtering backward sampling algorithm, along with dynamic Bayesian predictive stacking to achieve exact posterior inference avoiding simulation-based approaches for multivariate spatiotemporal models.

Installation

Since the package is not already available on CRAN (already submitted, and hopefully soon available), we use the devtools R package to install. Then, check for its presence on your device, otherwise install it:

if (!require(devtools)) {
  install.packages("devtools", dependencies = TRUE)
}

Once you have installed devtools, we can proceed. Let’s install the spFFBS package!

devtools::install_github("lucapresicce/spFFBS")

Usage

Once successfully installed, load the library in R.

library(spFFBS)

Cool! You are ready to start, now you too could perform fast & feasible Bayesian spatiotemporal modeling!

Contacts