Multivariate Bayesian Structural Time Series

Multivariate time series regression using dynamic linear models fit by MCMC. See Qiu, Jammalamadaka and Ning (2018) <>.


Reference manual

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1.0 by Jinwen Qiu, a year ago

Browse source code at

Authors: Jinwen Qiu <[email protected]>

Documentation:   PDF Manual  

Task views: Time Series Analysis

LGPL-2.1 license

Depends on pscl, MASS, KFAS, MCMCpack, Matrix

See at CRAN