CRAN/E | bsts

bsts

Bayesian Structural Time Series

Installation

About

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) doi:10.1504/IJMMNO.2014.059942, among many other sources.

Key Metrics

Version 0.9.10
R ≥ 3.4.0
Published 2024-01-17 71 days ago
Needs compilation? yes
License LGPL-2.1
License MIT
License File
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Maintainer

Maintainer

Steven L. Scott

steve.the.bayesian@gmail.com

Authors

Steven L. Scott

Material

Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

bsts archive

Depends

BoomSpikeSlab ≥ 1.2.6
zoo ≥ 1.8
xts
Boom ≥ 0.9.13
R ≥ 3.4.0

Suggests

testthat

LinkingTo

Boom ≥ 0.9.13

Reverse Depends

CausalImpact

Reverse Imports

MarketMatching