Want to move beyond simple forecasting algorithms for modelling real world time series? The {mvgam} #rstats 📦 has you covered nicholasjclark.github.io/mvgam/
May 14, 2025 at 7:11 PM
Want to move beyond simple forecasting algorithms for modelling real world time series? The {mvgam} #rstats 📦 has you covered nicholasjclark.github.io/mvgam/
Another video in my series on applied time series and forecasting with the {mvgam} #rstats 📦. This one introduces State Space hierarchical GAMs and GPs for tackling multivariate series youtu.be/2POK_FVwCHk?...
Time series in R and Stan using the mvgam package: hierarchical GAMs
YouTube video by Nicholas Clark
youtu.be
February 4, 2025 at 8:09 AM
Another video in my series on applied time series and forecasting with the {mvgam} #rstats 📦. This one introduces State Space hierarchical GAMs and GPs for tackling multivariate series youtu.be/2POK_FVwCHk?...
A real pleasure to run two workshops on time series and forecasting to wrap up #ESAus2024. Great to see so many wonderful scientists doing temporal ecology in Australia. Hopefully my {mvgam} software can help with some of this: youtube.com/playlist?lis...
Time series in R and Stan using the mvgam package - YouTube
This series of webinars introduces the mvgam R package, which can fit State-Space Dynamic Generalized Additive Models using Bayesian inference to time series...
youtube.com
December 13, 2024 at 7:30 PM
A real pleasure to run two workshops on time series and forecasting to wrap up #ESAus2024. Great to see so many wonderful scientists doing temporal ecology in Australia. Hopefully my {mvgam} software can help with some of this: youtube.com/playlist?lis...
The latest release of the {mvgam} #rstats 📦 has hit CRAN. Plenty of exciting new features including Joint Species Distribution Models, support for the full range of Gaussian Process kernels available in the {brms} 📦 and plenty more nicholasjclark.github.io/mvgam/news/i...
February 19, 2025 at 10:09 PM
The latest release of the {mvgam} #rstats 📦 has hit CRAN. Plenty of exciting new features including Joint Species Distribution Models, support for the full range of Gaussian Process kernels available in the {brms} 📦 and plenty more nicholasjclark.github.io/mvgam/news/i...
I'm pleased with how these Impulse Response Function plots have turned out. The {mvgam} #rstats 📦 makes it easy to fit multivariate time series models and compute these, even with non-Gaussian data github.com/nicholasjcla...
March 6, 2025 at 6:28 AM
I'm pleased with how these Impulse Response Function plots have turned out. The {mvgam} #rstats 📦 makes it easy to fit multivariate time series models and compute these, even with non-Gaussian data github.com/nicholasjcla...
A nice tutorial on distributed lag models using #rstats 📦 {mgcv}. But if you want to fit these to time series you might want to consider the {mvgam} 📦 instead ecogambler.netlify.app/blog/distrib...
May 29, 2025 at 7:26 PM
A nice tutorial on distributed lag models using #rstats 📦 {mgcv}. But if you want to fit these to time series you might want to consider the {mvgam} 📦 instead ecogambler.netlify.app/blog/distrib...
Looking forward to delivering two workshops on time series and forecasting with {mvgam} for #ESAus2024 #rstats. It'll be a busy summer of workshop for me 😄 ecogambler.netlify.app/talk/
December 8, 2024 at 6:16 AM
Looking forward to delivering two workshops on time series and forecasting with {mvgam} for #ESAus2024 #rstats. It'll be a busy summer of workshop for me 😄 ecogambler.netlify.app/talk/
Excited to bring Joint Species Distribution Models to {mvgam}: nicholasjclark.github.io/mvgam/refere.... Throw any of {mgcv}'s or {brms}'s flexible predictor effects into the factor or observation models and give it a whirl #rstats #communityecology
Fit Joint Species Distribution Models in mvgam — jsdgam
This function sets up a Joint Species Distribution Model whereby the residual associations among
species can be modelled in a reduced-rank format using a set of latent factors. The factor
specificatio...
nicholasjclark.github.io
November 1, 2024 at 10:55 PM
Excited to bring Joint Species Distribution Models to {mvgam}: nicholasjclark.github.io/mvgam/refere.... Throw any of {mgcv}'s or {brms}'s flexible predictor effects into the factor or observation models and give it a whirl #rstats #communityecology
Proud of this work-in-progress function in my {mvgam}📦(nicholasjclark.github.io/mvgam/refere...) to auto-generate a fully referenced methods scaffold that people can use as a template for describing their models. Would love to hear of similar functionalities from other packages #rstats
December 4, 2024 at 5:17 AM
Proud of this work-in-progress function in my {mvgam}📦(nicholasjclark.github.io/mvgam/refere...) to auto-generate a fully referenced methods scaffold that people can use as a template for describing their models. Would love to hear of similar functionalities from other packages #rstats
Some new additions in the {mvgam} #rstats 📦 now make it easier to visualise the complex associations among species that can be inferred from latent variable models nicholasjclark.github.io/mvgam/refere...
April 3, 2025 at 9:03 AM
Some new additions in the {mvgam} #rstats 📦 now make it easier to visualise the complex associations among species that can be inferred from latent variable models nicholasjclark.github.io/mvgam/refere...
New blog post: analyse and interrogate State-Space Vector Autoregressive models (VARs) in {mvgam}: ecogambler.netlify.app/blog/vector-.... {mvgam} handles multivariate non-Gaussian series with missing data, nonlinear effects and complex dependence, all thanks to the magic of HMC in Stan #rstats
State-Space Vector Autoregressions in mvgam | GAMbler
Vector Autoregressions (VAR models), also known as Multivariate Autoregressions (MAR models), offer a way to model delayed and contemporaneous interactions among sets of multiple time series. These mo...
ecogambler.netlify.app
September 25, 2024 at 4:48 AM
New blog post: analyse and interrogate State-Space Vector Autoregressive models (VARs) in {mvgam}: ecogambler.netlify.app/blog/vector-.... {mvgam} handles multivariate non-Gaussian series with missing data, nonlinear effects and complex dependence, all thanks to the magic of HMC in Stan #rstats
#rstats 📦 mvgam can now calculate ecological community stability metrics for State Space models fit with vector autoregressive dynamics nicholasjclark.github.io/mvgam/refere.... Thanks to @scheuerell.bsky.social for the inspiring ideas and code 🌎
Calculate measures of latent VAR community stability — stability.mvgam
Compute reactivity, return rates and contributions of interactions to
stationary forecast variance from
mvgam models with Vector Autoregressive dynamics
nicholasjclark.github.io
September 8, 2024 at 7:52 PM
#rstats 📦 mvgam can now calculate ecological community stability metrics for State Space models fit with vector autoregressive dynamics nicholasjclark.github.io/mvgam/refere.... Thanks to @scheuerell.bsky.social for the inspiring ideas and code 🌎
Very pleased to announce that the {mvgam} #rstats package, which fits State-Space Dynamic GAMs to time series, has been released to CRAN. Here is a short blog post to describe current features and future plans: ecogambler.netlify.app/blog/mvgam-o...
May 7, 2024 at 11:51 PM
Very pleased to announce that the {mvgam} #rstats package, which fits State-Space Dynamic GAMs to time series, has been released to CRAN. Here is a short blog post to describe current features and future plans: ecogambler.netlify.app/blog/mvgam-o...
Really looking forward to another rendition of my ecological time series and forecasting course using {`mvgam`} and {`brms`} in #rstats. Come for the wiggles, stay for the memes
🌍 Interested in ecological time series? Go beyond ARIMA!
Join us to learn how to wrangle, visualize, and analyze ecological time series using the {mvgam} and {brms} packages to generate accurate forecasts.
👨🍳 @njclark.bsky.social
📅 24-28 March
www.physalia-courses.org/courses-work...
Join us to learn how to wrangle, visualize, and analyze ecological time series using the {mvgam} and {brms} packages to generate accurate forecasts.
👨🍳 @njclark.bsky.social
📅 24-28 March
www.physalia-courses.org/courses-work...
time series analysis and forecasting in R
24-28 March 2025 To foster international participation, this course will be held online
www.physalia-courses.org
March 11, 2025 at 6:56 PM
Really looking forward to another rendition of my ecological time series and forecasting course using {`mvgam`} and {`brms`} in #rstats. Come for the wiggles, stay for the memes
Just learned about the "Enhances" field in #rstats📦 development and it is👍. Have added support for draw() methods from {mvgam} models if users have
@gsimpson.bsky.social's {gratia} installed. This automatically supports {mvgam} specials such as monotonic, GPs and dynamic functions
@gsimpson.bsky.social's {gratia} installed. This automatically supports {mvgam} specials such as monotonic, GPs and dynamic functions
July 25, 2024 at 1:05 AM
Just learned about the "Enhances" field in #rstats📦 development and it is👍. Have added support for draw() methods from {mvgam} models if users have
@gsimpson.bsky.social's {gratia} installed. This automatically supports {mvgam} specials such as monotonic, GPs and dynamic functions
@gsimpson.bsky.social's {gratia} installed. This automatically supports {mvgam} specials such as monotonic, GPs and dynamic functions
The mvgam📦in #rstats has evolved hugely since the last rendition of this course. Too much to cover in one workshop but see the website for details nicholasjclark.github.io/mvgam/
March 6, 2024 at 11:51 PM
The mvgam📦in #rstats has evolved hugely since the last rendition of this course. Too much to cover in one workshop but see the website for details nicholasjclark.github.io/mvgam/
In case you missed it (like I did), All #rstats CRAN packages now have a DOI!
This is a really useful for easily citing R packages.
Also remember to check the citation function to find out if the package authors would like you to cite the package in a different way:
citation("mvgam")
🧪🌍
This is a really useful for easily citing R packages.
Also remember to check the citation function to find out if the package authors would like you to cite the package in a different way:
citation("mvgam")
🧪🌍
July 18, 2024 at 12:34 PM
In case you missed it (like I did), All #rstats CRAN packages now have a DOI!
This is a really useful for easily citing R packages.
Also remember to check the citation function to find out if the package authors would like you to cite the package in a different way:
citation("mvgam")
🧪🌍
This is a really useful for easily citing R packages.
Also remember to check the citation function to find out if the package authors would like you to cite the package in a different way:
citation("mvgam")
🧪🌍
Reminder that I'll be running a second edition of my Ecological forecasting in R workshop in May this year. Learn to use #mgcv, #mvgam and #brms to analyse complex ecological time series and produce meaningful insights #rstats 🌍 www.physalia-courses.org/courses-work...
March 6, 2024 at 11:48 PM
Reminder that I'll be running a second edition of my Ecological forecasting in R workshop in May this year. Learn to use #mgcv, #mvgam and #brms to analyse complex ecological time series and produce meaningful insights #rstats 🌍 www.physalia-courses.org/courses-work...
We found that hierarchical dynamic models that allow species to interact over time performed better than simpler models, both during in-sample hindcast and out-of-sample forecast scenarios
February 19, 2025 at 10:04 PM
We found that hierarchical dynamic models that allow species to interact over time performed better than simpler models, both during in-sample hindcast and out-of-sample forecast scenarios
#statstab #605 Distributed lags (and hierarchical distributed lags) using {mgcv} and {mvgam}
Thoughts: Thorough tutorial, maybe I'll use these someday (somehow).
#mcgv #lags #poisson #rstats #tutorial #gam #nonlinear
ecogambler.netlify.app/blog/distrib...
Thoughts: Thorough tutorial, maybe I'll use these someday (somehow).
#mcgv #lags #poisson #rstats #tutorial #gam #nonlinear
ecogambler.netlify.app/blog/distrib...
Distributed lags (and hierarchical distributed lags) using mgcv and mvgam | GAMbler
Use mgcv's convenient list data format for setting up nonlinear functions that change smoothly over increasing temporal lags
ecogambler.netlify.app
August 28, 2026 at 3:59 PM
#statstab #605 Distributed lags (and hierarchical distributed lags) using {mgcv} and {mvgam}
Thoughts: Thorough tutorial, maybe I'll use these someday (somehow).
#mcgv #lags #poisson #rstats #tutorial #gam #nonlinear
ecogambler.netlify.app/blog/distrib...
Thoughts: Thorough tutorial, maybe I'll use these someday (somehow).
#mcgv #lags #poisson #rstats #tutorial #gam #nonlinear
ecogambler.netlify.app/blog/distrib...
Are all of your observations of the same distribution? If so you can use {mvgam} to do this, either using latent factors to approximate residual vcv matrix or fully parameterized: nicholasjclark.github.io/mvgam/refere...
Fit Joint Species Distribution Models in mvgam — jsdgam
This function sets up a Joint Species Distribution Model whereby the residual
associations among species can be modelled in a reduced-rank format using a
set of latent factors. The factor specificatio...
nicholasjclark.github.io
October 21, 2025 at 8:51 AM
Are all of your observations of the same distribution? If so you can use {mvgam} to do this, either using latent factors to approximate residual vcv matrix or fully parameterized: nicholasjclark.github.io/mvgam/refere...
We welcome a new project to OpenSustain.tech #climate #sustainability #opensource #opensustain #openscience github.com/nicholasjcla...
GitHub - nicholasjclark/mvgam: {mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting
{mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting - nicholasjclark/mvgam
github.com
March 18, 2026 at 2:17 PM
We welcome a new project to OpenSustain.tech #climate #sustainability #opensource #opensustain #openscience github.com/nicholasjcla...
forecast() for out of sample x values, hindcast() for in sample x values, cute nicholasjclark.github.io/mvgam/refere...
Extract hindcasts for a fitted mvgam object — hindcast.mvgam
Extract hindcasts for a fitted mvgam object
nicholasjclark.github.io
November 13, 2024 at 9:00 PM
forecast() for out of sample x values, hindcast() for in sample x values, cute nicholasjclark.github.io/mvgam/refere...
Hi fellow sky'ers. I'm a quantitative ecologist at University of Queensland, interested in multivariate statistics and forecasting ecological responses to change. I maintain R packages mvgam and MRFcov, looking forward to a fresh start #rstats #ecology
October 9, 2023 at 1:16 AM
Hi fellow sky'ers. I'm a quantitative ecologist at University of Queensland, interested in multivariate statistics and forecasting ecological responses to change. I maintain R packages mvgam and MRFcov, looking forward to a fresh start #rstats #ecology