mbsts-package: Multivariate Bayesian Structural Time Series
In mbsts: Multivariate Bayesian Structural Time Series
mbsts-package R Documentation
Multivariate Bayesian Structural Time Series
Description
Tools for data analysis with multivariate Bayesian structural time series (MBSTS) models. Specifically, the package provides facilities for implementing general structural time series models, flexibly adding on different time series components (trend, season, cycle, and regression), simulating them, fitting them to multivariate correlated time series data, conducting feature selection on the regression component.
Documentation
mbsts is described in Ning and Qiu (2021).
License
mbsts is provided under the LGPL-2.1 License.
Author(s)
Jinwen Qiu, Ning Ning
References
\Qiu2018
\Jammalamadaka2019
\Ning2021
mbsts documentation built on Jan. 7, 2023, 9:07 a.m.
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| mbsts-package | R Documentation |
Multivariate Bayesian Structural Time Series
Description
Tools for data analysis with multivariate Bayesian structural time series (MBSTS) models. Specifically, the package provides facilities for implementing general structural time series models, flexibly adding on different time series components (trend, season, cycle, and regression), simulating them, fitting them to multivariate correlated time series data, conducting feature selection on the regression component.
Documentation
mbsts is described in Ning and Qiu (2021).
License
mbsts is provided under the LGPL-2.1 License.
Author(s)
Jinwen Qiu, Ning Ning
References
\Qiu2018
\Jammalamadaka2019
\Ning2021
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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