MBSTS Models for Causal Inference and Forecasting

Infers the causal effect of an intervention on a multivariate response through the use of Multivariate Bayesian Structural Time Series models (MBSTS) as described in Menchetti & Bojinov (2020) . The package also includes functions for model building and forecasting.


Reference manual

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0.1.1 by Fiammetta Menchetti, 23 days ago

Report a bug at https://github.com/FMenchetti/CausalMBSTS/issues

Browse source code at https://github.com/cran/CausalMBSTS

Authors: Iavor Bojinov [aut] , Fiammetta Menchetti [aut, cre] , Victoria L. Prince [ctb] , Ista Zahn [ctb]

Documentation:   PDF Manual  

GPL (>= 3) license

Imports CholWishart, forecast, MASS, Matrix, MixMatrix

Depends on KFAS

Suggests testthat, knitr, rmarkdown

See at CRAN