bsts

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

Official website https://cran.r-project.org/web/packages/bsts/index.html

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

Cited in

(6)

This page was built for software: bsts