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                <text>Stochastic volatility (SV) models are nonlinear state-space models that enjoy increasing popularity for fitting and predicting heteroskedastic time series. However, due to the&#13;
large number of latent quantities, their efficient estimation is non-trivial and software that&#13;
allows to easily fit SV models to data is rare. We aim to alleviate this issue by presenting&#13;
novel implementations of five SV models delivered in two R packages. Several unique&#13;
features are included and documented. As opposed to previous versions, stochvol is now&#13;
capable of handling linear mean models, conditionally heavy tails, and the leverage effect&#13;
in combination with SV. Moreover, we newly introduce factorstochvol which caters for&#13;
multivariate SV. Both packages offer a user-friendly interface through the conventional&#13;
R generics and a range of tailor-made methods. Computational efficiency is achieved via&#13;
interfacing R to C++ and doing the heavy work in the latter. In the paper at hand, we&#13;
provide a detailed discussion on Bayesian SV estimation and showcase the use of the new&#13;
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                <text>Structural equation models comprise a large class of popular statistical models, including factor analysis models, certain mixed models, and extensions thereof. Model&#13;
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in Stan, contrasting it with previous implementations in R package blavaan (Merkle and&#13;
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better. We also discuss ways that the approach may be extended to other models that&#13;
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                <text>The INLA package provides a tool for computationally efficient Bayesian modeling&#13;
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models. It is a non-sampling based framework which provides approximate results for&#13;
Bayesian inference, using sparse matrices. The swift uptake of this framework for Bayesian&#13;
modeling is rooted in the computational efficiency of the approach and catalyzed by the&#13;
demand presented by the big data era. In this paper, we present new developments within&#13;
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                <text>There have been considerable methodological developments of Bayes factors for hypothesis testing in the social and behavioral sciences, and related fields. This development&#13;
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the ability to test complex hypotheses involving equality as well as order constraints on&#13;
the parameters of interest, and the interpretability of the outcome as the weight of evidence provided by the data in support of competing scientific theories. The available&#13;
software tools for Bayesian hypothesis testing are still limited however. In this paper we&#13;
present a new R package called BFpack that contains functions for Bayes factor hypothesis testing for the many common testing problems. The software includes novel tools for&#13;
(i) Bayesian exploratory testing (e.g., zero vs positive vs negative effects), (ii) Bayesian&#13;
confirmatory testing (competing hypotheses with equality and/or order constraints), (iii)&#13;
common statistical analyses, such as linear regression, generalized linear models, (multivariate) analysis of (co)variance, correlation analysis, and random intercept models, (iv)&#13;
using default priors, and (v) while allowing data to contain missing observations that are&#13;
missing at random.</text>
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                <text>Generalized additive models (GAMs) are flexible non-linear regression models, which&#13;
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package. While the GAM methods provided by mgcv are based on the assumption that&#13;
the response distribution is modeled parametrically, here we discuss more flexible methods&#13;
that do not entail any parametric assumption. In particular, this article introduces the&#13;
qgam package, which is an extension of mgcv providing fast calibrated Bayesian methods&#13;
for fitting quantile GAMs (QGAMs) in R. QGAMs are based on a smooth version of the&#13;
pinball loss of Koenker (2005), rather than on a likelihood function, hence jointly achieving&#13;
satisfactory accuracy of the quantile point estimates and coverage of the corresponding&#13;
credible intervals requires adopting the specialized Bayesian fitting framework of Fasiolo,&#13;
Wood, Zaffran, Nedellec, and Goude (2021b). Here we detail how this framework is&#13;
implemented in qgam and we provide examples illustrating how the package should be&#13;
used in practi</text>
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                <text>University of Bristo</text>
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                <text>In this summary we introduce the papers published in the special issue on Bayesian&#13;
statistics. This special issue comprises 20 papers on Bayesian statistics and Bayesian&#13;
inference on different topics such as general packages for hierarchical linear model fitting,&#13;
survival models, clinical trials, missing values, time series, hypothesis testing, priors,&#13;
approximate Bayesian computation, and others.</text>
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                <text>nimble is an R package for constructing algorithms and conducting inference on hierarchical models. The nimble package provides a unique combination of flexible model&#13;
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algorithms that can be applied to any appropriate model. In this paper, we introduce the&#13;
nimbleSMC R package. nimbleSMC contains algorithms for state-space model analysis&#13;
using sequential Monte Carlo (SMC) techniques that are built using nimble. We first&#13;
provide an overview of state-space models and commonly-used SMC algorithms. We then&#13;
describe how to build a state-space model in nimble and conduct inference using existing SMC algorithms within nimbleSMC. SMC algorithms within nimbleSMC currently&#13;
include the bootstrap filter, auxiliary particle filter, ensemble Kalman filter, IF2 method&#13;
of iterated filtering, and a particle Markov chain Monte Carlo (MCMC) sampler. These&#13;
algorithms can be run in R or compiled into C++ for more efficient execution. Examples&#13;
of applying SMC algorithms to linear autoregressive models and a stochastic volatility&#13;
model are provided. Finally, we give an overview of how model-generic algorithms are&#13;
coded within nimble by providing code for a simple SMC algorithm. This illustrates how&#13;
users can easily extend nimble’s SMC methods in high-level code</text>
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                <text>Nicholas Michaud</text>
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                <text>University of California,&#13;
Berkeley&#13;
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                <text>Missing data occur in many types of studies and typically complicate the analysis.&#13;
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specification approach, are popular and work well in standard settings. In settings involving nonlinear associations or interactions, however, incompatibility of the imputation&#13;
model with the analysis model is an issue often resulting in bias. Similarly, complex outcomes such as longitudinal or survival outcomes cannot be adequately handled by standard&#13;
implementations. In this paper, we introduce the R package JointAI, which utilizes the&#13;
Bayesian framework to perform simultaneous analysis and imputation in regression models&#13;
with incomplete covariates. Using a fully Bayesian joint modeling approach it overcomes&#13;
the issue of uncongeniality while retaining the attractive flexibility of fully conditional&#13;
specification multiple imputation by specifying the joint distribution of analysis and imputation models as a sequence of univariate models that can be adapted to the type of&#13;
variable. JointAI provides functions for Bayesian inference with generalized linear and&#13;
generalized linear mixed models and extensions thereof as well as survival models and&#13;
joint models for longitudinal and survival data, that take arguments analogous to the&#13;
corresponding well known functions for the analysis of complete data from base R and&#13;
other packages. Usage and features of JointAI are described and illustrated using various&#13;
examples and the theoretical background is outlined.</text>
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                <text>vector autoregression, VAR, multivariate, time series, macroeconomics, structural analysis, hierarchical model, forecast, impulse response, identification, Minnesota prior,&#13;
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                <text>Vector autoregression (VAR) models are widely used for multivariate time series analysis in macroeconomics, finance, and related fields. Bayesian methods are often employed&#13;
to deal with their dense parameterization, imposing structure on model coefficients via&#13;
prior information. The optimal choice of the degree of informativeness implied by these&#13;
priors is subject of much debate and can be approached via hierarchical modeling. This&#13;
paper introduces BVAR, an R package dedicated to the estimation of Bayesian VAR&#13;
models with hierarchical prior selection. It implements functionalities and options that&#13;
permit addressing a wide range of research problems, while retaining an easy-to-use and&#13;
transparent interface. Features include structural analysis of impulse responses, forecasts,&#13;
the most commonly used conjugate priors, as well as a framework for defining custom&#13;
dummy-observation priors. BVAR makes Bayesian VAR models user-friendly and provides an accessible reference implementation.</text>
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                <text>Nikolas Kuschnig</text>
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                <text>https://www.jstatsoft.org/article/view/v100i14</text>
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            <description>An entity responsible for making the resource available</description>
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                <text>WU Vienna University&#13;
of Economics and Business</text>
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                <text>Fajar bagus W</text>
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