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.

Version: 0.9.1
Depends: BoomSpikeSlab (≥ 1.1.1), zoo, xts, Boom (≥ 0.9.1), R (≥ 3.4.0)
LinkingTo: Boom (≥ 0.9.1), BH (≥ 1.65.0)
Suggests: testthat
Published: 2019-06-07
Author: Steven L. Scott
Maintainer: Steven L. Scott <steve.the.bayesian at>
License: LGPL-2.1 | file LICENSE
NeedsCompilation: yes
In views: Bayesian, TimeSeries
CRAN checks: bsts results


Reference manual: bsts.pdf
Package source: bsts_0.9.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: bsts_0.9.1.tgz, r-oldrel: bsts_0.9.1.tgz
Old sources: bsts archive

Reverse dependencies:

Reverse depends: CausalImpact
Reverse imports: cbar, MarketMatching, TSstudio


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