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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("CausalMBSTS")

0.1.0 by Fiammetta Menchetti, 3 months 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