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.

Getting started

Package details

AuthorSteven L. Scott <[email protected]>
MaintainerSteven L. Scott <[email protected]>
LicenseLGPL-2.1 | file LICENSE
Version0.9.2
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 Sept. 23, 2019, 1:07 a.m.