bsts: Bayesian Structural Time Series

Time series regression using dynamic linear models fit using MCMC.

Version: 0.6.5
Depends: BoomSpikeSlab (≥ 0.5.3), zoo, xts, Boom (≥ 0.3), R (≥ 3.1.0)
LinkingTo: Boom (≥ 0.5), BH (≥ 1.15.0-2)
Published: 2016-08-19
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

Downloads:

Reference manual: bsts.pdf
Package source: bsts_0.6.5.tar.gz
Windows binaries: r-devel: bsts_0.6.5.zip, r-release: bsts_0.6.5.zip, r-oldrel: bsts_0.6.2.zip
OS X Mavericks binaries: r-release: bsts_0.6.5.tgz, r-oldrel: bsts_0.6.5.tgz
Old sources: bsts archive

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