Learn R Programming
⚠️There's a newer version (3.0) of this package.Take me there.

mbsts (version 1.0)

Multivariate Bayesian Structural Time Series

Description

Multivariate time series regression using dynamic linear models fit by MCMC. See Qiu, Jammalamadaka and Ning (2018) .

Copy Link

Version

Install

install.packages('mbsts')

Monthly Downloads

232

Version

1.0

License

LGPL-2.1

Maintainer

Jinwen Qiu

Last Published

January 9th, 2020

Functions in mbsts (1.0)

tsc.setting

Specification of time series components
mbsts

Multivariate Bayesian Structural Time Series
exdata

Example Data
mbsts.forecast

Multi-steps ahead Forecast by Multivariate Bayesian Structural Time Series Model