In AlbertoAlmuinha/bayesmodels: The 'Tidymodels' Extension for Bayesian Models

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bayesmodels

A parsnip backend for Bayesian models in the tidymodels framework.

Tutorials

Bayesmodels and Modeltime Integration: Learn how to integrate bayesian models with the modeltime ecosystem.

Installation

CRAN version

install.packages("bayesmodels")

Development version:

# install.packages("devtools")
devtools::install_github("AlbertoAlmuinha/bayesmodels")

Why Bayesmodels?

Bayesmodels unlocks multiple bayesian models in one framework.In addition, it allows you to integrate these models with the Modeltime and the Tidymodels ecosystems.

knitr::include_graphics("vignettes/portada.png")

In a single framework you will be able to find:

Sarima: bayesmodels connects to the bayesforecast package.
Garch: bayesmodels connects to the bayesforecast package.
Random Walk (Naive): bayesmodels connects to the bayesforecast package.
State Space Model: bayesmodels connects to the bayesforecast and bsts packages.
Stochastic Volatility Model: bayesmodels connects to the bayesforecast package.
Generalized Additive Models (GAMS): bayesmodels connects to the brms package.
Adaptive Splines Surface: bayesmodels connects to the BASS package.
Exponential Smoothing: bayesmodels connects to the Rglt package.