bsts: Bayesian Structural Time Series

Time series regression using dynamic linear models fit using MCMC.

Version: 0.6.2
Depends: BoomSpikeSlab (≥ 0.5.1), zoo, xts, Boom (≥ 0.2), R (≥ 3.1.0)
LinkingTo: Boom, BH (≥ 1.15.0-2)
Published: 2015-07-20
Author: Steven L. Scott
Maintainer: Steven L. Scott <stevescott at google.com>
License: LGPL-2.1 | file LICENSE
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: bsts results

Downloads:

Reference manual: bsts.pdf
Package source: bsts_0.6.2.tar.gz
Windows binaries: r-devel: bsts_0.6.2.zip, r-release: bsts_0.6.2.zip, r-oldrel: bsts_0.6.2.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: bsts_0.5.1.tgz
OS X Mavericks binaries: r-release: bsts_0.6.2.tgz
Old sources: bsts archive