bsts-package | R 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.
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 <steve.the.bayesian@gmail.com> Maintainer: Steven L. Scott <steve.the.bayesian@gmail.com>
Please see the references in the help page for the bsts
function.
See the examples in the bsts
function.
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