Bayesian Structural Time Series

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


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Reference manual

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install.packages("bsts")

0.8.0 by Steven L. Scott, a year ago


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


Authors: Steven L. Scott <[email protected]>


Documentation:   PDF Manual  


Task views: Time Series Analysis, Bayesian Inference


LGPL-2.1 | file LICENSE license


Depends on BoomSpikeSlab, zoo, xts, Boom

Suggests testthat

Linking to Boom, BH


Imported by MarketMatching, TSstudio, cbar.

Depended on by CausalImpact.


See at CRAN