bsts-package: bsts

bsts-packageR Documentation



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.


Installation note for Linux users

If you are installing bsts using install.packages on a Linux machine (and thus compiling yourself) you will almost certainly want to set the Ncpus argument to a large number. Windows and Mac users can ignore this advice.


Author: Steven L. Scott <> Maintainer: Steven L. Scott <>


Please see the references in the help page for the bsts function.

See Also

See the examples in the bsts function.

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