Time series regression using dynamic linear models fit using MCMC.

Author | Steven L. Scott <stevescott@google.com> |

Date of publication | 2016-08-19 00:50:59 |

Maintainer | Steven L. Scott <stevescott@google.com> |

License | LGPL-2.1 | file LICENSE |

Version | 0.6.5 |

**add.ar:** AR(p) state component

**add.dynamic.regression:** Dynamic Regression State Component

**add.generalized.local.linear.trend:** A generalized local linear trend state component

**add.holiday:** Holiday state models

**add.local.level:** Local level trend state component

**add.local.linear.trend:** Local linear trend state component

**add.seasonal:** Seasonal state component

**add.student.local.linear.trend:** Robust local linear trend

**add.trig:** Trigonometric seasonal state component

**aggregate.time.series:** Aggregate a fine time series to a coarse summary

**aggregate.weeks.to.months:** Aggregate a weekly time series to monthly

**bsts:** Bayesian structural time series

**bsts.holdout.prediction.errors:** One step prediction errors on a holdout sample

**compare.bsts.models:** Compare bsts models

**estimate.time.scale:** Intervals between dates

**extend.time:** Extends a vector of dates to a given length

**get.fraction:** Compute membership fractions

**goog:** Google stock price

**HarveyCumulator:** HarveyCumulator

**iclaims:** Initial Claims Data

**last.day.in.month:** Find the last day in a month

**match.week.to.month:** Find the month containing a week

**mixed.frequency:** Models for mixed frequency time series

**month.distance:** Elapsed time in months

**new.home.sales:** New home sales and Google trends

**one.step.prediction.errors:** One step prediction errors

**plot.bsts:** Plotting functions for Bayesian structural time series

**plot.bsts.mixed:** Plotting functions for mixed frequency Bayesian structural...

**plot.bsts.prediction:** Plot predictions from Bayesian structural time series

**plot.bsts.predictors:** Plot the most likely predictors

**plot.holidays:** Plot bsts holidays

**predict.bsts:** Prediction for bayesian structural time series

**quarter:** Find the quarter in which a date occurs

**residuals.bsts:** Residuals from a bsts Object

**rsxfs:** Retail sales, excluding food services

**shorten:** Shorten long names

**simulate.fake.mixed.frequency.data:** Simulate fake mixed frequency data

**state.sizes:** Compute state dimensions

**StateSpecification:** Add a state component to a Bayesian structural time series...

**SuggestBurn:** Suggested burn-in size

**summary.bsts:** Summarize a Bayesian structural time series object

**timeseries.boxplot:** A time series of boxplots

**week.ends:** Check to see if a week contains the end of a month or quarter

bsts

bsts/src

bsts/src/aggregate_time_series.cc

bsts/src/state_space_gaussian_model_manager.cc

bsts/src/state_space_poisson_model_manager.h

bsts/src/Makevars

bsts/src/mixed_frequency.cc

bsts/src/state_space_student_model_manager.cc

bsts/src/state_space_gaussian_model_manager.h

bsts/src/bsts.cc

bsts/src/state_space_logit_model_manager.h

bsts/src/state_space_logit_model_manager.cc

bsts/src/state_space_regression_model_manager.cc

bsts/src/utils.h

bsts/src/model_manager.cc

bsts/src/state_space_regression_model_manager.h

bsts/src/state_space_student_model_manager.h

bsts/src/utils.cc

bsts/src/model_manager.h

bsts/src/state_space_poisson_model_manager.cc

bsts/NAMESPACE

bsts/data

bsts/data/new.home.sales.RData

bsts/data/iclaims.RData

bsts/data/rsxfs.RData

bsts/data/goog.RData

bsts/R

bsts/R/format.learning.data.R
bsts/R/utils.R
bsts/R/add.dynamic.regression.R
bsts/R/add.local.level.R
bsts/R/add.holiday.R
bsts/R/add.local.linear.trend.R
bsts/R/date.functions.R
bsts/R/plot_seasonal_effect.R
bsts/R/mixed.frequency.R
bsts/R/diagnostics.R
bsts/R/add.ar.R
bsts/R/bsts.R
bsts/R/compare.bsts.models.R
bsts/R/add.student.local.linear.trend.R
bsts/R/plots.R
bsts/R/time_series_boxplot.R
bsts/R/add.trig.R
bsts/R/add.generalized.local.linear.trend.R
bsts/R/plot.holidays.R
bsts/R/summary.bsts.R
bsts/R/format.prediction.data.R
bsts/R/add.seasonal.R
bsts/R/predict.bsts.R
bsts/MD5

bsts/DESCRIPTION

bsts/man

bsts/man/predict.bsts.Rd
bsts/man/state.sizes.Rd
bsts/man/add.holiday.Rd
bsts/man/add.student.local.linear.trend.Rd
bsts/man/get.fraction.Rd
bsts/man/plot.bsts.predictors.Rd
bsts/man/summary.bsts.Rd
bsts/man/one.step.prediction.errors.Rd
bsts/man/new.home.sales.Rd
bsts/man/mixed.frequency.Rd
bsts/man/quarter.Rd
bsts/man/aggregate.time.series.Rd
bsts/man/bsts.Rd
bsts/man/aggregate.weeks.to.months.Rd
bsts/man/add.local.level.Rd
bsts/man/add.trig.Rd
bsts/man/add.local.linear.trend.Rd
bsts/man/simulate.fake.mixed.frequency.data.Rd
bsts/man/shorten.Rd
bsts/man/timeseries.boxplot.Rd
bsts/man/goog.Rd
bsts/man/last.day.in.month.Rd
bsts/man/add.ar.Rd
bsts/man/month.distance.Rd
bsts/man/residuals.bsts.Rd
bsts/man/plot.bsts.Rd
bsts/man/StateSpecification.Rd
bsts/man/compare.bsts.models.Rd
bsts/man/bsts.holdout.prediction.errors.Rd
bsts/man/add.dynamic.regression.Rd
bsts/man/extend.time.Rd
bsts/man/add.seasonal.Rd
bsts/man/plot.bsts.prediction.Rd
bsts/man/SuggestBurn.Rd
bsts/man/rsxfs.Rd
bsts/man/iclaims.Rd
bsts/man/HarveyCumulator.Rd
bsts/man/match.week.to.month.Rd
bsts/man/plot.bsts.mixed.Rd
bsts/man/week.ends.Rd
bsts/man/estimate.time.scale.Rd
bsts/man/add.generalized.local.linear.trend.Rd
bsts/man/plot.holidays.Rd
bsts/LICENSE

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