Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) , among many other sources.

Documentation

Manual: bsts.pdf
Vignette: None available.

Maintainer: Steven L. Scott <stevescott at google.com>

Author(s): Steven L. Scott <stevescott at google.com>

Install package and any missing dependencies by running this line in your R console:

install.packages("bsts")

Depends BoomSpikeSlab(>=0.9.0), zoo, xts, Boom(>=0.7), R(>= 3.3.1)
Imports
Suggests
Enhances
Linking to Boom(>=0.7), BH(>=1.15.0-2)
Reverse
depends
CausalImpact
Reverse
imports
cbar
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package bsts
Materials
URL
Task Views Bayesian , TimeSeries
Version 0.7.1
Published 2017-05-28
License LGPL-2.1 | file LICENSE
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks bsts check results
Package source bsts_0.7.1.tar.gz