Bayesian Structural Time Series

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


Reference manual

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0.9.7 by Steven L. Scott, 5 months ago

Browse source code at

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

Imported by MarketMatching, cbar.

Depended on by CausalImpact, bayesmodels.

See at CRAN