michelletran/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.

Getting started

Package details

AuthorSteven L. Scott <steve.the.bayesian@gmail.com>
MaintainerSteven L. Scott <steve.the.bayesian@gmail.com>
LicenseLGPL-2.1 | file LICENSE
Version0.9.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("michelletran/bsts")
michelletran/bsts documentation built on March 29, 2020, 12:58 a.m.