`install.packages('bsts')`

7,716

0.9.5

LGPL-2.1 | file LICENSE

May 2nd, 2020

MATCH.NumericTimestamps

Match Numeric Timestamps

SuggestBurn

Suggested burn-in size

add.random.walk.holiday

Random Walk Holiday State Model

bsts

Bayesian Structural Time Series

aggregate.weeks.to.months

Aggregate a weekly time series to monthly

aggregate.time.series

Aggregate a fine time series to a coarse summary

auto.ar

Sparse AR(p)

add.seasonal

Seasonal State Component

add.trig

Trigonometric Seasonal State Component

add.ar

AR(p) state component

add.shared.local.level

Local level trend state component

descriptive-plots

Descriptive Plots

add.semilocal.linear.trend

Semilocal Linear Trend

match.week.to.month

Find the month containing a week

bsts.options.Rd

Bsts Model Options

date.range

Date Range

add.student.local.linear.trend

Robust local linear trend

dirm

Dynamic intercept regression model

diagnostic-plots

Diagnostic Plots

last.day.in.month

Find the last day in a month

holiday

Specifying Holidays

max.window.width

Maximum Window Width for a Holiday

plot.bsts

Plotting functions for Bayesian structural time series

add.static.intercept

Static Intercept State Component

extend.time

Extends a vector of dates to a given length

dirm-model-optoins

Specify Options for a Dynamic Intercept Regression Model

plot.mbsts

Plotting Functions for Multivariate Bayesian Structural Time Series

add.dynamic.regression

Dynamic Regression State Component

named.holidays

Holidays Recognized by Name

compare.bsts.models

Compare bsts models

plot.mbsts.prediction

Plot Multivariate Bsts Predictions

iclaims

Initial Claims Data

format.timestamps

Checking for Regularity

mixed.frequency

Models for mixed frequency time series

one.step.prediction.errors

Prediction Errors

estimate.time.scale

Intervals between dates

mbsts

Multivariate Bayesian Structural Time Series

goog

Google stock price

quarter

Find the quarter in which a date occurs

predict.bsts

Prediction for bayesian structural time series

plot.bsts.mixed

Plotting functions for mixed frequency Bayesian structural time series

plot.bsts.prediction

Plot predictions from Bayesian structural time series

month.distance

Elapsed time in months

gdp

Gross Domestic Product for 57 Countries

new.home.sales

New home sales and Google trends

week.ends

Check to see if a week contains the end of a month or quarter

weekday.names

Days of the Week

get.fraction

Compute membership fractions

shark

Shark Attacks in Florida.

shorten

Shorten long names

simulate.fake.mixed.frequency.data

Simulate fake mixed frequency data

spike.slab.ar.prior

Spike and Slab Priors for AR Processes

residuals.bsts

Residuals from a bsts Object

to.posixt

Convert to POSIXt

plot.bsts.predictors

Plot the most likely predictors

plot.holiday

Plot Holiday Effects

turkish

Turkish Electricity Usage

geometric.sequence

Create a Geometric Sequence

wide.to.long

Convert Between Wide and Long Format

regression.holiday

Regression Based Holiday Models

rsxfs

Retail sales, excluding food services

summary.bsts

Summarize a Bayesian structural time series object

regularize.timestamps

Produce a Regular Series of Time Stamps

state.sizes

Compute state dimensions

add.local.linear.trend

Local linear trend state component

add.monthly.annual.cycle

Monthly Annual Cycle State Component

add.local.level

Local level trend state component

HarveyCumulator

HarveyCumulator

StateSpecification

Add a state component to a Bayesian structural time series model