| aic | Computes posterior sample of the point wise AIC method from a... |
| AICc | Computes posterior sample of the point wise corrected AIC... |
| air | Air Transport Passengers Australia |
| as.stan | Convert to a stanfit object. |
| aust | International Tourists to Australia: Total visitor nights. |
| autoplot.ts | Automatically create a ggplot for time series objects. |
| autoplot.varstan | autoplot methods for varstan models. |
| auto.sarima | Automatic estimate of a Seasonal ARIMA model |
| bayes_factor.varstan | Bayes Factors from Marginal Likelihoods. |
| bayesforecast-package | Bayesian Time Series Modeling with 'Stan'. |
| beta | Define a beta prior distribution |
| bic | Computes posterior sample of the pointwise BIC method from a... |
| birth | U.S. Monthly Live Births. |
| bridge_sampler.varstan | Log Marginal Likelihood via Bridge Sampling. |
| cauchy | Define a Cauchy prior distribution |
| check_residuals | Visual check of residuals in a 'varstan' object. |
| chisq | Define a chi square prior distribution |
| demgbp | DEM/GBP exchange rate log-returns |
| exponential | Define an exponential prior distribution |
| extract_stan | Extract chains of an 'stanfit' object implemented in 'rstan'... |
| fitted.varstan | Expected Values of the Posterior Predictive Distribution |
| forecast.varstan | Forecasting 'varstan' objects. |
| fourier | Fourier terms for modeling seasonality. |
| gamma | Define a gamma prior distribution |
| garch | A constructor for a GARCH(s,k,h) model. |
| get_parameters | Get parameters of a 'varstan' object. |
| get_prior | Get the prior distribution of a model parameter |
| ggacf | 'acf' plot |
| gghist | Histogram with optional normal density functions |
| ggnorm | 'qqplot' with normal 'qqline' |
| ggpacf | 'pacf' plot. |
| Holt | A constructor for a Holt trend state-space model. |
| Hw | A constructor for a Holt-Winters state-space model. |
| inverse.chisq | Define an inverse gamma prior distribution |
| inverse.gamma | Define an inverse gamma prior distribution |
| ipc | Monthly inflation coefficients from 1980-2018. |
| jeffrey | Define a non informative Jeffrey's prior for the degree... |
| laplace | Define a Laplace prior distribution |
| LKJ | Define a LKJ matrix prior distribution |
| LocalLevel | A constructor for local level state-space model. |
| loglik | Extract posterior sample of the accumulated log-likelihood... |
| log_lik.varstan | Extract posterior sample of the point wise log-likelihood... |
| loo.varstan | Leave-one-out cross-validation |
| mcmc_plot.varstan | MCMC Plots Implemented in 'bayesplot' |
| model | Print the defined model of a 'varstan' object. |
| naive | Naive and Random Walk models. |
| normal | Define a normal prior distribution |
| oildata | Annual oil production in Saudi Arabia |
| plot.varstan | plot methods for varstan models. |
| posterior_epred.varstan | Expected Values of the Posterior Predictive Distribution |
| posterior_interval | Posterior uncertainty intervals |
| posterior_predict.varstan | Draw from posterior predictive h steps ahead distribution |
| predictive_error.varstan | Out-of-sample predictive errors |
| print.garch | Print a 'garch' model |
| print.Holt | Prints a Holt model. |
| print.Hw | Print a Holt-Winter model |
| print.LocalLevel | Print a Local Level model |
| print.naive | Print a 'naive' model |
| print.Sarima | Print a 'Sarima' model. |
| print.ssm | Print a state-space model. |
| print.SVM | Print a Stochastic Volatility model |
| print.varstan | Print a 'varstan' object |
| prior_summary.varstan | Generic function for extracting information about prior... |
| reexports | Objects exported from other packages |
| report | Print a full report of the time series model in a 'varstan'... |
| residuals.varstan | Generic function and method for extract the residual of a... |
| Sarima | Constructor a Multiplicative Seasonal ARIMA model. |
| set_prior | Set a prior distribution to a model parameter. |
| ssm | A constructor for a Additive linear State space model. |
| stan_garch | Fitting for a GARCH(s,k,h) model. |
| stan_Holt | Fitting an Holt state-space model. |
| stan_Hw | Fitting a Holt-Winters state-space model. |
| stan_LocalLevel | Fitting a Local level state-space model. |
| stan_naive | Naive and Random Walk models. |
| stan_sarima | Fitting a Multiplicative Seasonal ARIMA model. |
| stan_ssm | Fitting an Additive linear State space model. |
| stan_SVM | Fitting a Stochastic volatility model. |
| student | Define a t student prior distribution |
| summary.varstan | Summary method for a 'varstan' object |
| SVM | Constructor of an Stochastic volatility model object |
| uniform | Define a uniform prior distribution |
| varstan | Constructor of a 'varstan' object. |
| waic.varstan | Widely Applicable Information Criterion (WAIC) |
