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
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the bsts package in your browser

Any scripts or data that you put into this service are public.

bsts documentation built on Sept. 23, 2019, 1:07 a.m.