bsts: Bayesian Structural Time Series

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.

Package details

AuthorSteven L. Scott <steve.the.bayesian@gmail.com>
MaintainerSteven L. Scott <steve.the.bayesian@gmail.com>
LicenseLGPL-2.1 | MIT + file LICENSE
Version0.9.10
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bsts")

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bsts documentation built on May 29, 2024, 2:14 a.m.