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Tools for data analysis with multivariate Bayesian structural time series (MBSTS) models. Specifically, the package provides facilities for implementing general structural time series models, flexibly adding on different time series components (trend, season, cycle, and regression), simulating them, fitting them to multivariate correlated time series data, conducting feature selection on the regression component.
Version: | 3.0 |
Depends: | R (≥ 3.5.0) |
Imports: | KFAS, Matrix, pscl, MCMCpack, MASS, ggplot2, reshape2, BBmisc, matrixStats, methods |
Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
Published: | 2023-01-07 |
DOI: | 10.32614/CRAN.package.mbsts |
Author: | Jinwen Qiu, Ning Ning |
Maintainer: | Ning Ning <patricianing at gmail.com> |
License: | LGPL-2.1 |
NeedsCompilation: | no |
In views: | TimeSeries |
CRAN checks: | mbsts results |
Reference manual: | mbsts.pdf |
Vignettes: |
Introduction to mbsts |
Package source: | mbsts_3.0.tar.gz |
Windows binaries: | r-devel: mbsts_3.0.zip, r-release: mbsts_3.0.zip, r-oldrel: mbsts_3.0.zip |
macOS binaries: | r-release (arm64): mbsts_3.0.tgz, r-oldrel (arm64): mbsts_3.0.tgz, r-release (x86_64): mbsts_3.0.tgz, r-oldrel (x86_64): mbsts_3.0.tgz |
Old sources: | mbsts archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.