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.

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Description file content

Package
bsts
Date
2019-06-03
Title
Bayesian Structural Time Series
Author
Steven L. Scott
Maintainer
Steven L. Scott
Description
Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) , among many other sources.
Depends
BoomSpikeSlab (>= 1.1.1), zoo, xts, Boom (>= 0.9.1), R(>= 3.4.0)
Suggests
testthat
LinkingTo
Boom (>= 0.9.1), BH (>= 1.65.0)
Version
0.9.1
License
LGPL-2.1 | file LICENSE
Encoding
UTF-8
NeedsCompilation
yes
Packaged
2019-06-04 01:04:56 UTC; stevescott
Repository
CRAN
Date/Publication
2019-06-07 17:40:03 UTC

install.packages('bsts')

0.9.1

2 months ago

Steven L. Scott

LGPL-2.1 | file LICENSE

Depends on

BoomSpikeSlab (>= 1.1.1), zoo, xts, Boom (>= 0.9.1), R(>= 3.4.0)

Suggests

testthat

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