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index.Rmd
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---
output: github_document
always_allow_html: true
---
<br>
<br>
<img src="man/figures/mvgam_logo.png" width = 120 alt="mvgam R package logo"/>[<img src="https://raw.githubusercontent.com/stan-dev/logos/master/logo_tm.png" align="right" width=120 alt="Stan Logo"/>](https://mc-stan.org/)
## mvgam
**M**ulti**V**ariate (Dynamic) **G**eneralized **A**ddivite **M**odels
The goal of `mvgam` is to fit Bayesian (Dynamic) Generalized Additive Models. This package constructs State-Space models that can include highly flexible nonlinear predictor effects for both process and observation components by leveraging functionalities from the impressive [`brms`](https://paulbuerkner.com/brms/){target="_blank"} and [`mgcv`](https://cran.r-project.org/web/packages/mgcv/index.html){target="_blank"} packages. This allows `mvgam` to fit a wide range of models, including hierarchical ecological models such as N-mixture or Joint Species Distribution models, as well as univariate and multivariate time series models with imperfect detection. The original motivation for the package is described in [Clark & Wells 2022](https://besjournals.onlinelibrary.wiley.com/doi/10.1111/2041-210X.13974){target="_blank"} (published in *Methods in Ecology and Evolution*), with additional inspiration on the use of Bayesian probabilistic modelling coming from [Michael Betancourt](https://betanalpha.github.io/writing/){target="_blank"}, [Michael Dietze](https://www.bu.edu/earth/profiles/michael-dietze/){target="_blank"} and [Sarah Heaps](https://www.durham.ac.uk/staff/sarah-e-heaps/){target="_blank"}, among many others.
## Installation
Install the stable version from CRAN using: `install.packages('mvgam')`, or install the development version from `GitHub` using:
`devtools::install_github("nicholasjclark/mvgam")`. Note that to actually condition models with MCMC sampling, the `Stan` software must be installed (along with either `rstan` and/or `cmdstanr`). Only `rstan` is listed as a dependency of `mvgam` to ensure that installation is less difficult. If users wish to fit the models using `mvgam`, please refer to installation links for `Stan` with `rstan` [here](https://mc-stan.org/users/interfaces/rstan), or for `Stan` with `cmdstandr` [here](https://mc-stan.org/cmdstanr/). You will need a fairly recent version of `Stan` (preferably 2.29 or above) to ensure all the model syntax is recognized. We highly recommend you use `Cmdstan` through the `cmdstanr` interface as the backend. This is because `Cmdstan` is easier to install, is more up to date with new features, and uses less memory than `Rstan`. See [this documentation from the `Cmdstan` team for more information](http://mc-stan.org/cmdstanr/articles/cmdstanr.html#comparison-with-rstan).
## Introductory seminar
```{r echo=FALSE}
vembedr::embed_url("https://www.youtube.com/watch?v=0zZopLlomsQ")
```
## Cheatsheet
[](https://github.com/nicholasjclark/mvgam/raw/master/misc/mvgam_cheatsheet.pdf)
## Getting started
`mvgam` was originally designed to analyse and forecast non-negative integer-valued data (counts). These data are traditionally challenging to analyse with existing time-series analysis packages. But further development of `mvgam` has resulted in support for a growing number of observation families that extend to other types of data. Currently, the package can handle data for the following families:
* `gaussian()` for real-valued data
* `student_t()` for heavy-tailed real-valued data
* `lognormal()` for non-negative real-valued data
* `Gamma()` for non-negative real-valued data
* `betar()` for proportional data on `(0,1)`
* `bernoulli()` for binary data
* `poisson()` for count data
* `nb()` for overdispersed count data
* `binomial()` for count data with known number of trials
* `beta_binomial()` for overdispersed count data with known number of trials
* `nmix()` for count data with imperfect detection (unknown number of trials)
See `??mvgam_families` for more information. Below is a simple example for simulating and modelling proportional data with `Beta` observations over a set of seasonal series with independent Gaussian Process dynamic trends:
```{r, include = FALSE}
library(mvgam)
```
```{r}
set.seed(100)
data <- sim_mvgam(family = betar(),
T = 80,
trend_model = GP(),
prop_trend = 0.5,
seasonality = 'shared')
```
Plot the series to see how they evolve over time
```{r, eval = FALSE}
plot_mvgam_series(data = data$data_train, series = 'all')
```
Fit a State-Space GAM to these series that uses a hierarchical cyclic seasonal smooth term to capture variation in seasonality among series. The model also includes series-specific latent Gaussian Processes with squared exponential covariance functions to capture temporal dynamics
```{r, eval = FALSE}
mod <- mvgam(y ~ s(season, bs = 'cc', k = 7) +
s(season, by = series, m = 1, k = 5),
trend_model = GP(),
data = data$data_train,
newdata = data$data_test,
family = betar())
```
Plot the estimated posterior hindcast and forecast distributions for each series
```{r eval = FALSE}
layout(matrix(1:4, nrow = 2, byrow = TRUE))
for(i in 1:3){
plot(mod, type = 'forecast', series = i)
}
```
Various `S3` functions can be used to inspect parameter estimates, plot smooth functions and residuals, and evaluate models through posterior predictive checks or forecast comparisons. Please see [the package documentation](https://nicholasjclark.github.io/mvgam/reference/index.html) for more detailed examples.
## Vignettes
You can set `build_vignettes = TRUE` when installing but be aware this will slow down the installation drastically. Instead, you can always access the vignette htmls online at [https://nicholasjclark.github.io/mvgam/articles/](https://nicholasjclark.github.io/mvgam/articles/)
## Other resources
A number of case studies and step-by-step webinars have been compiled to highlight how GAMs and DGAMs can be useful for analysing multivariate data:
* [Time series in R and Stan using the `mvgam` package](https://www.youtube.com/playlist?list=PLzFHNoUxkCvsFIg6zqogylUfPpaxau_a3){target="_blank"}
* [Ecological Forecasting with Dynamic Generalized Additive Models](https://www.youtube.com/watch?v=0zZopLlomsQ){target="_blank"}
* [State-Space Vector Autoregressions in `mvgam`](https://ecogambler.netlify.app/blog/vector-autoregressions/){target="_blank"}
* [How to interpret and report nonlinear effects from Generalized Additive Models](https://ecogambler.netlify.app/blog/interpreting-gams/){target="_blank"}
* [Phylogenetic smoothing using mgcv](https://ecogambler.netlify.app/blog/phylogenetic-smooths-mgcv/){target="_blank"}
* [Distributed lags (and hierarchical distributed lags) using mgcv and mvgam](https://ecogambler.netlify.app/blog/distributed-lags-mgcv/){target="_blank"}
* [Incorporating time-varying seasonality in forecast models](https://ecogambler.netlify.app/blog/time-varying-seasonality/){target="_blank"}
Please also feel free to use the [`mvgam` Discussion Board](https://github.com/nicholasjclark/mvgam/discussions) to hunt for or post other discussion topics related to the package, and do check out the [`mvgam` changelog](https://nicholasjclark.github.io/mvgam/news/index.html) for any updates about recent upgrades that the package has incorporated.
## Interested in contributing?
I'm actively seeking PhD students and other researchers to work in the areas of ecological forecasting, multivariate model evaluation and development of `mvgam`. Please reach out if you are interested (n.clark'at'uq.edu.au). Other contributions are also very welcome, but please see [The Contributor Instructions](https://github.com/nicholasjclark/mvgam/blob/master/.github/CONTRIBUTING.md) for general guidelines. Note that
by participating in this project you agree to abide by the terms of its [Contributor Code of Conduct](https://dplyr.tidyverse.org/CODE_OF_CONDUCT).