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.
Version: | 0.7.1 |
Depends: | BoomSpikeSlab (≥ 0.9.0), zoo, xts, Boom (≥ 0.7), R (≥ 3.3.1) |
LinkingTo: | Boom (≥ 0.7), BH (≥ 1.15.0-2) |
Published: | 2017-05-28 |
Author: | Steven L. Scott |
Maintainer: | Steven L. Scott <stevescott at google.com> |
License: | LGPL-2.1 | file LICENSE |
NeedsCompilation: | yes |
In views: | Bayesian, TimeSeries |
CRAN checks: | bsts results |
Reference manual: | bsts.pdf |
Package source: | bsts_0.7.1.tar.gz |
Windows binaries: | r-devel: bsts_0.7.1.zip, r-release: bsts_0.7.1.zip, r-oldrel: bsts_0.7.1.zip |
OS X El Capitan binaries: | r-release: bsts_0.7.1.tgz |
OS X Mavericks binaries: | r-oldrel: bsts_0.7.1.tgz |
Old sources: | bsts archive |
Reverse depends: | CausalImpact |
Reverse imports: | cbar |
Please use the canonical form https://CRAN.R-project.org/package=bsts to link to this page.