Efficient Bayesian generalized linear models with time-varying coefficients: The walker package in R
The R package walker extends standard Bayesian general linear models to the case where the effects of the explanatory variables can vary in time. This allows, for example, to model the effects of interventions such as changes in tax policy which gradually increases their effect over time. The Markov...
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| Format: | Article |
| Language: | English |
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Elsevier
2022-06-01
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| Series: | SoftwareX |
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| Online Access: | http://www.sciencedirect.com/science/article/pii/S235271102200022X |