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bsts (version 0.7.0)
Bayesian Structural Time Series
Description
Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014)
, among many other sources.
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Install
install.packages('bsts')
Monthly Downloads
8,428
Version
0.7.0
License
LGPL-2.1 | file LICENSE
Maintainer
Steven Scott
Last Published
April 11th, 2017
Functions in bsts (0.7.0)
Search all functions
StateSpecification
SuggestBurn
Suggested burn-in size
HarveyCumulator
HarveyCumulator
MATCH.NumericTimestamps
Match Numeric Timestamps
add.ar
add.dynamic.regression
add.local.linear.trend
add.seasonal
add.holiday
add.local.level
last.day.in.month
Find the last day in a month
match.week.to.month
add.semilocal.linear.trend
Semilocal Linear Trend
add.student.local.linear.trend
plot.bsts.prediction
Plot predictions from Bayesian structural time series
plot.bsts.predictors
Plot the most likely predictors
spike.slab.ar.prior
residuals.bsts
Residuals from a bsts Object
rsxfs
Retail sales, excluding food services
add.trig
aggregate.time.series
Aggregate a fine time series to a coarse summary
extend.time
format.timestamps
Checking for Regularity
state.sizes
bsts
Bayesian structural time series
bsts.options.Rd
Bsts Model Options
goog
Google stock price
iclaims
Initial Claims Data
new.home.sales
New home sales and Google trends
bsts.prediction.errors
One step prediction errors
week.ends
aggregate.weeks.to.months
Aggregate a weekly time series to monthly
auto.ar
mixed.frequency
Models for mixed frequency time series
month.distance
Elapsed time in months
plot.bsts
Plotting functions for Bayesian structural time series
plot.bsts.mixed
Plotting functions for mixed frequency Bayesian structural time series
shorten
simulate.fake.mixed.frequency.data
Simulate fake mixed frequency data
plot.holidays
Plot bsts holidays
predict.bsts
Prediction for bayesian structural time series
compare.bsts.models
estimate.time.scale
Intervals between dates
geometric.sequence
get.fraction
quarter
Find the quarter in which a date occurs
regularize.timestamps
Produce a Regular Series of Time Stamps
summary.bsts
Summarize a Bayesian structural time series object
TimeSeriesBoxplot
