The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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: 0.9.10
Depends: BoomSpikeSlab (≥ 1.2.6), zoo (≥ 1.8), xts, Boom (≥ 0.9.13), R (≥ 3.4.0)
LinkingTo: Boom (≥ 0.9.13)
Suggests: testthat
Published: 2024-01-17
DOI: 10.32614/CRAN.package.bsts
Author: Steven L. Scott
Maintainer: Steven L. Scott <steve.the.bayesian at gmail.com>
License: LGPL-2.1 | MIT + file LICENSE
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: bsts results

Documentation:

Reference manual: bsts.pdf

Downloads:

Package source: bsts_0.9.10.tar.gz
Windows binaries: r-devel: bsts_0.9.10.zip, r-release: bsts_0.9.10.zip, r-oldrel: bsts_0.9.10.zip
macOS binaries: r-release (arm64): bsts_0.9.10.tgz, r-oldrel (arm64): bsts_0.9.10.tgz, r-release (x86_64): bsts_0.9.10.tgz, r-oldrel (x86_64): bsts_0.9.10.tgz
Old sources: bsts archive

Reverse dependencies:

Reverse depends: CausalImpact
Reverse imports: MarketMatching

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bsts to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.