bsts: Bayesian Structural Time Series

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.

Version: 0.7.1
Depends: BoomSpikeSlab (≥ 0.9.0), zoo, xts, Boom (≥ 0.7), R (≥ 3.3.1)
LinkingTo: Boom (≥ 0.7), BH (≥ 1.15.0-2)
Published: 2017-05-28
Author: Steven L. Scott
Maintainer: Steven L. Scott <stevescott at google.com>
License: LGPL-2.1 | file LICENSE
NeedsCompilation: yes
In views: Bayesian, TimeSeries
CRAN checks: bsts results

Downloads:

Reference manual: bsts.pdf
Package source: bsts_0.7.1.tar.gz
Windows binaries: r-prerel: bsts_0.7.1.zip, r-release: bsts_0.7.1.zip, r-oldrel: bsts_0.7.1.zip
OS X binaries: r-prerel: bsts_0.7.1.tgz, r-release: bsts_0.7.1.tgz
Old sources: bsts archive

Reverse dependencies:

Reverse depends: CausalImpact
Reverse imports: cbar

Linking:

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