Fit Bayesian time series models using 'Stan' for full Bayesian inference. A wide range of distributions and models are supported, allowing users to fit Seasonal ARIMA, ARIMAX, Dynamic Harmonic Regression, GARCH, tstudent innovation GARCH models, asymmetric GARCH, Random Walks, stochastic volatility models for univariate time series. Prior specifications are flexible and explicitly encourage users to apply prior distributions that actually reflect their beliefs. Model fit can easily be assessed and compared with typical visualization methods, information criteria such as loglik, AIC, BIC WAIC, Bayes factor and leaveoneout crossvalidation methods. References: Hyndman (2017) <doi:10.18637/jss.v027.i03>; Carpenter et al. (2017) <doi:10.18637/jss.v076.i01>.
Package details 


Author  Asael Alonzo Matamoros [aut, cre], Cristian Cruz Torres [aut], Andres Dala [ctb], Rob Hyndman [ctb], Mitchell O'HaraWild [ctb] 
Maintainer  Asael Alonzo Matamoros <asael.alonzo@gmail.com> 
License  GPL2 
Version  1.0.1 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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