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mbsts: Multivariate Bayesian Structural Time Series

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

Documentation:

Reference manual: mbsts.pdf
Vignettes: Introduction to mbsts

Downloads:

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

Linking:

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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.