cor_bsts: (Defunct) Basic Bayesian Structural Time Series

View source: R/autocor.R

cor_bstsR Documentation

(Defunct) Basic Bayesian Structural Time Series


The BSTS correlation structure is no longer supported.


cor_bsts(formula = ~1)



A one sided formula of the form ~ t, or ~ t | g, specifying a time covariate t and, optionally, a grouping factor g. A covariate for this correlation structure must be integer valued. When a grouping factor is present in formula, the correlation structure is assumed to apply only to observations within the same grouping level; observations with different grouping levels are assumed to be uncorrelated. Defaults to ~ 1, which corresponds to using the order of the observations in the data as a covariate, and no groups.

brms documentation built on Sept. 19, 2022, 5:06 p.m.