growfunctions

R package growfunctions. Estimates a collection of time-indexed functions under either of Gaussian process (GP) or intrinsic Gaussian Markov random field (iGMRF) prior formulations where a Dirichlet process mixture allows sub-groupings of the functions to share the same covariance or precision parameters. The GP and iGMRF formulations both support any number of additive covariance or precision terms, respectively, expressing either or both of multiple trend and seasonality.

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References in zbMATH (referenced in 1 article )

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  1. Savitsky, Terrance D.; Toth, Daniell: Bayesian estimation under informative sampling (2016)