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 <>
MaintainerSteven L. Scott <>
LicenseLGPL-2.1 | MIT + file LICENSE
Package repositoryView on CRAN
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bsts documentation built on May 29, 2024, 2:14 a.m.