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bsts (version 0.9.2)
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
12,179
Version
0.9.2
License
LGPL-2.1 | file LICENSE
Maintainer
Steven Scott
Last Published
September 22nd, 2019
Functions in bsts (0.9.2)
Search functions
aggregate.time.series
Aggregate a fine time series to a coarse summary
date.range
Date Range
holiday
Specifying Holidays
descriptive-plots
Descriptive Plots
add.random.walk.holiday
Random Walk Holiday State Model
aggregate.weeks.to.months
Aggregate a weekly time series to monthly
plot.bsts.predictors
Plot the most likely predictors
add.shared.local.level
Local level trend state component
plot.holiday
Plot Holiday Effects
iclaims
Initial Claims Data
shark
Shark Attacks in Florida.
gdp
Gross Domestic Product for 57 Countries
auto.ar
Sparse AR(p)
bsts
Bayesian Structural Time Series
extend.time
Extends a vector of dates to a given length
estimate.time.scale
Intervals between dates
add.trig
Trigonometric Seasonal State Component
regularize.timestamps
Produce a Regular Series of Time Stamps
dirm
Dynamic intercept regression model
add.student.local.linear.trend
Robust local linear trend
regression.holiday
Regression Based Holiday Models
format.timestamps
Checking for Regularity
max.window.width
Maximum Window Width for a Holiday
add.seasonal
Seasonal State Component
turkish
Turkish Electricity Usage
to.posixt
Convert to POSIXt
geometric.sequence
Create a Geometric Sequence
shorten
Shorten long names
add.semilocal.linear.trend
Semilocal Linear Trend
bsts.options.Rd
Bsts Model Options
mbsts
Multivariate Bayesian Structural Time Series
diagnostic-plots
Diagnostic Plots
mixed.frequency
Models for mixed frequency time series
goog
Google stock price
get.fraction
Compute membership fractions
dirm-model-optoins
Specify Options for a Dynamic Intercept Regression Model
last.day.in.month
Find the last day in a month
month.distance
Elapsed time in months
add.static.intercept
Static Intercept State Component
compare.bsts.models
Compare bsts models
plot.bsts.mixed
Plotting functions for mixed frequency Bayesian structural time series
named.holidays
Holidays Recognized by Name
match.week.to.month
Find the month containing a week
week.ends
Check to see if a week contains the end of a month or quarter
new.home.sales
New home sales and Google trends
weekday.names
Days of the Week
plot.mbsts.prediction
Plot Multivariate Bsts Predictions
spike.slab.ar.prior
Spike and Slab Priors for AR Processes
plot.mbsts
Plotting Functions for Multivariate Bayesian Structural Time Series
simulate.fake.mixed.frequency.data
Simulate fake mixed frequency data
plot.bsts.prediction
Plot predictions from Bayesian structural time series
one.step.prediction.errors
Prediction Errors
plot.bsts
Plotting functions for Bayesian structural time series
residuals.bsts
Residuals from a bsts Object
state.sizes
Compute state dimensions
summary.bsts
Summarize a Bayesian structural time series object
rsxfs
Retail sales, excluding food services
wide.to.long
Convert Between Wide and Long Format
quarter
Find the quarter in which a date occurs
predict.bsts
Prediction for bayesian structural time series
add.local.level
Local level trend state component
StateSpecification
Add a state component to a Bayesian structural time series model
add.dynamic.regression
Dynamic Regression State Component
add.monthly.annual.cycle
Monthly Annual Cycle State Component
MATCH.NumericTimestamps
Match Numeric Timestamps
add.ar
AR(p) state component
HarveyCumulator
HarveyCumulator
add.local.linear.trend
Local linear trend state component
SuggestBurn
Suggested burn-in size