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bsts (version 0.6.2)

Bayesian Structural Time Series

Description

Time series regression using dynamic linear models fit using MCMC.

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Version

Install

install.packages('bsts')

Monthly Downloads

8,428

Version

0.6.2

License

LGPL-2.1 | file LICENSE

Maintainer

Steven Scott

Last Published

July 20th, 2015

Functions in bsts (0.6.2)

TimeSeriesBoxplot

A time series of boxplots
HarveyCumulator

HarveyCumulator
bsts

Bayesian structural time series
get.fraction

Compute membership fractions
bsts.holdout.prediction.errors

One step prediction errors on a holdout sample
iclaims

Initial Claims Data
add.holiday

Holiday state models
add.local.level

Local level trend state component
plot.bsts.mixed

Plotting functions for mixed frequency Bayesian structural time series
SuggestBurn

Suggested burn-in size
add.seasonal

Seasonal state component
add.ar

AR(p) state component
add.local.linear.trend

Local linear trend state component
plot.bsts

Plotting functions for Bayesian structural time series
week.ends

Check to see if a week contains the end of a month or quarter
plot.bsts.prediction

Plot predictions from Bayesian structural time series
plot.dynamic.distribution

Plots the pointwise evolution of a distribution over an index set.
StateSpecification

Add a state component to a Bayesian structural time series model
rsxfs

Retail sales, excluding food services
add.generalized.local.linear.trend

A generalized local linear trend state component
compare.bsts.models

Compare bsts models
estimate.time.scale

Intervals between dates
goog

Google stock price
add.dynamic.regression

Dynamic regression state component
plot.holidays

Plot bsts holidays
summary.bsts

Summarize a Bayesian structural time series object
simulate.fake.mixed.frequency.data

Simulate fake mixed frequency data
shorten

Shorten long names
match.week.to.month

Find the month containing a week
plot.bsts.predictors

Plot the most likely predictors
month.distance

Elapsed time in months
add.student.local.linear.trend

Robust local linear trend
predict.bsts

Prediction for bayesian structural time series
bsts.prediction.errors

One step prediction errors
quarter

Find the quarter in which a date occurs
aggregate.time.series

Aggregate a fine time series to a coarse summary
extend.time

Extends a vector of dates to a given length
state.sizes

Compute state dimensions
mixed.frequency

Models for mixed frequency time series
new.home.sales

New home sales and Google trends
residuals.bsts

Residuals from a bsts Object
aggregate.weeks.to.months

Aggregate a weekly time series to monthly
last.day.in.month

Find the last day in a month