bsts

swMATH29788CRANbstsMaRDI QIDQ41502

Bayesian Structural Time Series

Steven L. Scott

Last update: 17 January 2024

Copyright license: GNU Lesser General Public License, version 2.1, MIT license, File License

Software version identifier: 0.9.9, 0.5.1, 0.6.0, 0.6.1, 0.6.2, 0.6.3, 0.6.4, 0.6.5, 0.7.0, 0.7.1, 0.8.0, 0.9.0, 0.9.1, 0.9.2, 0.9.5, 0.9.6, 0.9.7, 0.9.8, 0.9.10

Source code repository: https://github.com/cran/bsts

Description

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.

Cites work

• Predicting the present with Bayesian structural time series