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bsts (version 0.8.0)
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
11,919
Version
0.8.0
License
LGPL-2.1 | file LICENSE
Maintainer
Steven Scott
Last Published
May 7th, 2018
Functions in bsts (0.8.0)
Search functions
format.timestamps
Checking for Regularity
estimate.time.scale
Intervals between dates
plot.bsts.prediction
Plot predictions from Bayesian structural time series
plot.bsts.predictors
Plot the most likely predictors
geometric.sequence
Create a Geometric Sequence
get.fraction
Compute membership fractions
goog
Google stock price
one.step.prediction.errors
Prediction Errors
add.semilocal.linear.trend
Semilocal Linear Trend
extend.time
Extends a vector of dates to a given length
named.holidays
Holidays Recognized by Name
new.home.sales
New home sales and Google trends
spike.slab.ar.prior
Spike and Slab Priors for AR Processes
last.day.in.month
Find the last day in a month
plot.holiday
Plot Holiday Effects
predict.bsts
Prediction for bayesian structural time series
month.distance
Elapsed time in months
state.sizes
Compute state dimensions
match.week.to.month
Find the month containing a week
rsxfs
Retail sales, excluding food services
diagnostic-plots
Diagnostic Plots
descriptive-plots
Descriptive Plots
holiday
Specifying Holidays
compare.bsts.models
Compare bsts models
residuals.bsts
Residuals from a bsts Object
max.window.width
Maximum Window Width for a Holiday
regularize.timestamps
Produce a Regular Series of Time Stamps
week.ends
Check to see if a week contains the end of a month or quarter
turkish
Turkish Electricity Usage
mixed.frequency
Models for mixed frequency time series
date.range
Date Range
iclaims
Initial Claims Data
quarter
Find the quarter in which a date occurs
weekday.names
Days of the Week
plot.bsts
Plotting functions for Bayesian structural time series
summary.bsts
Summarize a Bayesian structural time series object
regression.holiday
Regression Based Holiday Models
shark
Shark Attacks in Florida.
plot.bsts.mixed
Plotting functions for mixed frequency Bayesian structural time series
to.posixt
Convert to POSIXt
shorten
Shorten long names
simulate.fake.mixed.frequency.data
Simulate fake mixed frequency data
MATCH.NumericTimestamps
Match Numeric Timestamps
add.monthly.annual.cycle
Monthly Annual Cycle State Component
StateSpecification
Add a state component to a Bayesian structural time series model
add.ar
AR(p) state component
SuggestBurn
Suggested burn-in size
add.local.linear.trend
Local linear trend state component
add.local.level
Local level trend state component
add.dynamic.regression
Dynamic Regression State Component
aggregate.weeks.to.months
Aggregate a weekly time series to monthly
add.trig
Trigonometric Seasonal State Component
HarveyCumulator
HarveyCumulator
add.random.walk.holiday
Random Walk Holiday State Model
auto.ar
Sparse AR(p)
add.static.intercept
Static Intercept State Component
bsts
Bayesian structural time series
add.seasonal
Seasonal State Component
aggregate.time.series
Aggregate a fine time series to a coarse summary
bsts.options.Rd
Bsts Model Options
add.student.local.linear.trend
Robust local linear trend