bsts: Bayesian Structural Time Series

Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <doi:10.1504/IJMMNO.2014.059942>, among many other sources.

Version: 0.9.10
Depends: BoomSpikeSlab (≥ 1.2.6), zoo (≥ 1.8), xts, Boom (≥ 0.9.13), R (≥ 3.4.0)
LinkingTo: Boom (≥ 0.9.13)
Suggests: testthat
Published: 2024-01-17
DOI: 10.32614/CRAN.package.bsts
Author: Steven L. Scott
Maintainer: Steven L. Scott <steve.the.bayesian at>
License: LGPL-2.1 | MIT + file LICENSE
NeedsCompilation: yes
In views: TimeSeries
CRAN checks: bsts results


Reference manual: bsts.pdf


Package source: bsts_0.9.10.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): bsts_0.9.10.tgz, r-oldrel (arm64): bsts_0.9.10.tgz, r-release (x86_64): bsts_0.9.10.tgz, r-oldrel (x86_64): bsts_0.9.10.tgz
Old sources: bsts archive

Reverse dependencies:

Reverse depends: CausalImpact
Reverse imports: MarketMatching


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