adlaplaceHgp

Hierarchical and random-slope Gaussian process terms for use with adlaplace.

Purpose

This package extends the adlaplace formula / S4 term system with integrated Wiener process (IWP) smooths and related random-effect structures for hierarchical models (group-specific smooths, scaled random slopes, etc.).

Main entry points

Function Role
hiwp() Hierarchical IWP smooth with grouping (by)
hrpoly() Hierarchical random polynomial by group
rsiwp(), rsiid() Random-slope IWP / intercept terms
rsfpoly(), rsrpoly() Fixed / random polynomial interaction terms
cond_sim_iwp(), cond_sim_iwp_at() Conditional simulation of IWP/HIWP curves

Install after adlaplace:

devtools::install("adlaplaceHgp")

See the monorepo root README.md for the full install order.