bsts (0.9.0)

Bayesian Structural Time Series.

http://cran.r-project.org/web/packages/bsts

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

Maintainer: Steven L. Scott
Author(s): Steven L. Scott <steve.the.bayesian@gmail.com>

License: LGPL-2.1 | file LICENSE

Uses: Boom, BoomSpikeSlab, xts, zoo, testthat
Reverse depends: CausalImpact

Released 4 months ago.