Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.
Author: Steven L. Scott <steve.the.bayesian@gmail.com> Maintainer: Steven L. Scott <steve.the.bayesian@gmail.com>
If you are installing bsts
using install.packages on a Linux machine (and thus
compiling yourself) you will almost certainly want to set the
Ncpus argument to a large number. Windows and Mac users can
ignore this advice.
Please see the references in the help page for the bsts function.
See the examples in the bsts function.