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bsts (version 0.9.7)
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
0.9.7
License
LGPL-2.1 | file LICENSE
Maintainer
Steven Scott
Last Published
July 2nd, 2021
Functions in bsts (0.9.7)
Search functions
add.monthly.annual.cycle
Monthly Annual Cycle State Component
MATCH.NumericTimestamps
Match Numeric Timestamps
add.local.level
Local level trend state component
add.dynamic.regression
Dynamic Regression State Component
add.ar
AR(p) state component
add.random.walk.holiday
Random Walk Holiday State Model
add.local.linear.trend
Local linear trend state component
StateSpecification
Add a state component to a Bayesian structural time series model
SuggestBurn
Suggested burn-in size
HarveyCumulator
HarveyCumulator
aggregate.time.series
Aggregate a fine time series to a coarse summary
add.shared.local.level
Local level trend state component
add.trig
Trigonometric Seasonal State Component
add.student.local.linear.trend
Robust local linear trend
add.static.intercept
Static Intercept State Component
add.semilocal.linear.trend
Semilocal Linear Trend
descriptive-plots
Descriptive Plots
diagnostic-plots
Diagnostic Plots
date.range
Date Range
add.seasonal
Seasonal State Component
dirm-model-optoins
Specify Options for a Dynamic Intercept Regression Model
aggregate.weeks.to.months
Aggregate a weekly time series to monthly
estimate.time.scale
Intervals between dates
geometric.sequence
Create a Geometric Sequence
dirm
Dynamic intercept regression model
holiday
Specifying Holidays
gdp
Gross Domestic Product for 57 Countries
extend.time
Extends a vector of dates to a given length
get.fraction
Compute membership fractions
goog
Google stock price
iclaims
Initial Claims Data
auto.ar
Sparse AR(p)
bsts
Bayesian Structural Time Series
max.window.width
Maximum Window Width for a Holiday
mixed.frequency
Models for mixed frequency time series
plot.holiday
Plot Holiday Effects
plot.bsts.prediction
Plot predictions from Bayesian structural time series
last.day.in.month
Find the last day in a month
match.week.to.month
Find the month containing a week
compare.bsts.models
Compare bsts models
named.holidays
Holidays Recognized by Name
predict.bsts
Prediction for bayesian structural time series
plot.bsts
Plotting functions for Bayesian structural time series
month.distance
Elapsed time in months
bsts.options.Rd
Bsts Model Options
summary.bsts
Summarize a Bayesian structural time series object
format.timestamps
Checking for Regularity
plot.bsts.mixed
Plotting functions for mixed frequency Bayesian structural time series
shark
Shark Attacks in Florida.
rsxfs
Retail sales, excluding food services
shorten
Shorten long names
to.posixt
Convert to POSIXt
new.home.sales
New home sales and Google trends
regression.holiday
Regression Based Holiday Models
plot.bsts.predictors
Plot the most likely predictors
quarter
Find the quarter in which a date occurs
one.step.prediction.errors
Prediction Errors
residuals.bsts
Residuals from a bsts Object
regularize.timestamps
Produce a Regular Series of Time Stamps
simulate.fake.mixed.frequency.data
Simulate fake mixed frequency data
wide.to.long
Convert Between Wide and Long Format
weekday.names
Days of the Week
spike.slab.ar.prior
Spike and Slab Priors for AR Processes
turkish
Turkish Electricity Usage
state.sizes
Compute state dimensions
week.ends
Check to see if a week contains the end of a month or quarter