Man pages for bayesforecast
Bayesian Time Series Modeling with Stan

aicComputes posterior sample of the pointwise AIC method from a...
AICcComputes posterior sample of the pointwise corrected AIC...
airAir Transport Passengers Australia
as.stanConvert to a stanfit object.
austInternational Tourists to Australia: Total visitor nights.
autoplot.tsAutomatically create a ggplot for time series objects.
autoplot.varstanautoplot methods for varstan models.
auto.sarimaAutomatic estimate of a Seasonal ARIMA model
bayes_factor.varstanBayes Factors from Marginal Likelihoods.
bayesforecast-packageBayesian Time Series Modeling with 'Stan'.
betaDefine a beta prior distribution
bicComputes posterior sample of the pointwise BIC method from a...
birthU.S. Monthly Live Births.
bridge_sampler.varstanLog Marginal Likelihood via Bridge Sampling.
cauchyDefine a Cauchy prior distribution
check_residualsVisual check of residuals in a 'varstan' object.
chisqDefine a chi square prior distribution
demgbpDEM/GBP exchange rate log-returns
exponentialDefine an exponential prior distribution
extract_stanExtract chains of an stanfit object implemented in rstan...
fitted.varstanExpected Values of the Posterior Predictive Distribution
forecast.varstanForecasting varstan objects
fourierFourier terms for modeling seasonality.
gammaDefine a gamma prior distribution
garchA constructor for a GARCH(s,k,h) model.
get_parametersGet parameters of a varstan object
get_priorGet the prior distribution of a model parameter
ggacf'acf' plot
gghistHistogram with optional normal density functions
ggnorm'qqplot' with normal 'qqline'
ggpacf'pacf' plot.
HoltA constructor for a Holt trend state-space model.
HwA constructor for a Holt-Winters state-space model.
inverse.chisqDefine an inverse gamma prior distribution
inverse.gammaDefine an inverse gamma prior distribution
ipcMonthly inflation coefficients from 1980-2018.
jeffreyDefine a non informative Jeffrey's prior for the degree...
laplaceDefine a Laplace prior distribution
LKJDefine a LKJ matrix prior distribution
LocalLevelA constructor for local level state-space model.
loglikExtract posterior sample of the accumulated log-likelihood...
log_lik.varstanExtract posterior sample of the pointwise log-likelihood from...
loo.varstanLeave-one-out cross-validation
mcmc_plot.varstanMCMC Plots Implemented in 'bayesplot'
modelPrint the defined model of a varstan object.
naiveNaive and Random Walk models.
normalDefine a normal prior distribution
oildataAnnual oil production in Saudi Arabia
plot.varstanplot methods for varstan models.
posterior_epred.varstanExpected Values of the Posterior Predictive Distribution
posterior_intervalPosterior uncertainty intervals
posterior_predict.varstanDraw from posterior predictive h steps ahead distribution
predictive_error.varstanOut-of-sample predictive errors
print.garchPrint a garch model
print.HoltPrint a Holt model
print.HwPrint a Holt-Winter model
print.LocalLevelPrint a Local Level model
print.naivePrint a naive model
print.SarimaPrint a Sarima model
print.ssmPrint a state-space model
print.SVMPrint a Stochastic Volatility model
print.varstanPrint a varstan object
prior_summary.varstanGeneric function for extracting information about prior...
reexportsObjects exported from other packages
reportPrint a full report of the time series model in a varstan...
residuals.varstanGeneric function and method for extract the residual of a...
SarimaConstructor a Multiplicative Seasonal ARIMA model.
set_priorSet a prior distribution to a model parameter.
ssmA constructor for a Additive linear State space model.
stan_garchFitting for a GARCH(s,k,h) model.
stan_HoltFitting an Holt state-space model.
stan_HwFitting a Holt-Winters state-space model.
stan_LocalLevelFitting a Local level state-space model.
stan_naiveNaive and Random Walk models.
stan_sarimaFitting a Multiplicative Seasonal ARIMA model.
stan_ssmFitting an Additive linear State space model.
stan_SVMFitting a Stochastic volatility model
studentDefine a t student prior distribution
summary.varstanSummary method for a varstan object
SVMConstructor of an Stochastic volatility model object
uniformDefine a uniform prior distribution
varstanConstructor of a varstan object.
waic.varstanWidely Applicable Information Criterion (WAIC)
bayesforecast documentation built on June 17, 2021, 5:14 p.m.