CRAN/E | CausalMBSTS

CausalMBSTS

MBSTS Models for Causal Inference and Forecasting

Installation

About

Infers the causal effect of an intervention on a multivariate response through the use of Multivariate Bayesian Structural Time Series models (MBSTS) as described in Menchetti & Bojinov (2020) . The package also includes functions for model building and forecasting.

Bug report File report

Key Metrics

Version 0.1.1
R ≥ 3.5.0
Published 2021-10-05 927 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks CausalMBSTS results

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Maintainer

Maintainer

Fiammetta Menchetti

fiammetta.menchetti@gmail.com

Authors

Iavor Bojinov

aut

Fiammetta Menchetti

aut / cre

Victoria L. Prince

ctb

Ista Zahn

ctb

Material

NEWS
Reference manual
Package source

In Views

CausalInference

Vignettes

Working example of causal inference with CausalMBSTS package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

CausalMBSTS archive

Depends

KFAS
R ≥ 3.5.0

Imports

CholWishart
forecast
MASS
Matrix
MixMatrix

Suggests

testthat
knitr
rmarkdown