aic | Computes posterior sample of the pointwise AIC method from a... |
AICc | Computes posterior sample of the pointwise 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 pointwise log-likelihood from... |
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 | Print 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) |
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