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: | 0.9.11 |
| Depends: | BoomSpikeSlab (≥ 1.2.7),zoo (≥ 1.8),xts,Boom (≥ 0.9.16), R (≥ 4.5.0) |
| LinkingTo: | Boom (≥ 0.9.16) |
| Suggests: | testthat |
| Published: | 2025-09-05 |
| DOI: | 10.32614/CRAN.package.bsts |
| Author: | Steven L. Scott [aut, cre] |
| Maintainer: | Steven L. Scott <steve.the.bayesian at gmail.com> |
| License: | LGPL-2.1 |MIT + fileLICENSE |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | bsts results |
| Reference manual: | bsts.html ,bsts.pdf |
| Package source: | bsts_0.9.11.tar.gz |
| Windows binaries: | r-devel:bsts_0.9.11.zip, r-release:bsts_0.9.11.zip, r-oldrel:bsts_0.9.10.zip |
| macOS binaries: | r-release (arm64):bsts_0.9.11.tgz, r-oldrel (arm64):bsts_0.9.10.tgz, r-release (x86_64):bsts_0.9.11.tgz, r-oldrel (x86_64):bsts_0.9.10.tgz |
| Old sources: | bsts archive |
| Reverse depends: | CausalImpact |
| Reverse imports: | EconCausal,MarketMatching,narfima,STCCGEV,STCYP |
Please use the canonical formhttps://CRAN.R-project.org/package=bststo link to this page.