CausalImpact: Inferring Causal Effects using Bayesian Structural Time-Series Models

Implements a Bayesian approach to causal impact estimation in time series, as described in Brodersen et al. (2015) <DOI:10.1214/14-AOAS788>. See the package documentation on GitHub <> to get started.

Package details

AuthorKay H. Brodersen <[email protected]>, Alain Hauser <[email protected]>
MaintainerAlain Hauser <[email protected]>
LicenseApache License 2.0 | file LICENSE
Package repositoryView on CRAN
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CausalImpact documentation built on Sept. 15, 2017, 1:02 a.m.