Multivariate (Dynamic) Generalized Additive Models R package mvgam version 1.1.594 CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian) CRAN Task View: Environmetrics (https://CRAN.R-project.org/view=Environmetrics) CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Fit Bayesian Dynamic Generalized Additive Models to multivariate observations. Users can build nonlinear State-Space models that can incorporate semiparametric effects in observation and process components, using a wide range of observation families. Estimation is performed using Markov Chain Monte Carlo with Hamiltonian Monte Carlo in the software 'Stan'. References: Clark & Wells (2023) <doi:10.1111/2041-210X.13974>. Software Depends: R (>= 3.6.0) Imports: brms (>= 2.21.0), methods, mgcv (>= 1.8-13), insight (>= 0.19.1), marginaleffects (>= 0.29.0), Rcpp (>= 0.12.0), rstan (>= 2.29.0), posterior (>= 1.0.0), loo (>= 2.3.1), rstantools (>= 2.1.1), bayesplot (>= 1.5.0), ggplot2 (>= 3.5.0), mvnfast, purrr, dplyr, magrittr, rlang, generics, tibble (>= 3.0.0), patchwork (>= 1.2.0) LinkingTo: Rcpp, RcppArmadillo Suggests: scoringRules, matrixStats, cmdstanr (>= 0.5.0), tweedie, splines2, extraDistr, corpcor, wrswoR, ggrepel, ggpp, ggarrow, xts, lubridate, knitr, collapse, rmarkdown, rjags, coda, runjags, usethis, testthat, colorspace Enhances: gratia (>= 0.9.0), tidyr Nicholas J Clark <nicholas.j.clark1214@gmail.com> Comprehensive R Archive Network (CRAN) Nicholas J Clark [aut, cre] (ORCID: <https://orcid.org/0000-0001-7131-3301>), KANK Karunarathna [ctb] (ARMA parameterisations and factor models, ORCID: <https://orcid.org/0000-0002-8995-5502>), Sarah Heaps [ctb] (VARMA parameterisations, ORCID: <https://orcid.org/0000-0002-5543-037X>), Scott Pease [ctb] (broom enhancements, ORCID: <https://orcid.org/0009-0006-8977-9285>), Matthijs Hollanders [ctb] (ggplot visualizations, ORCID: <https://orcid.org/0000-0003-0796-1018>) MIT + file LICENSE (https://CRAN.R-project.org/package=mvgam/LICENSE) 2026-01-21 application/tgz https://CRAN.R-project.org/package=mvgam doi:10.32614/CRAN.package.mvgam