Learn R Programming
⚠️There's a newer version (0.9.10) of this package.Take me there.

bsts (version 0.9.5)

Bayesian Structural Time Series

Description

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

Copy Link

Version

Install

install.packages('bsts')

Monthly Downloads

7,919

Version

0.9.5

License

LGPL-2.1 | file LICENSE

Maintainer

Steven Scott

Last Published

May 2nd, 2020

Functions in bsts (0.9.5)

MATCH.NumericTimestamps

Match Numeric Timestamps
SuggestBurn

Suggested burn-in size
add.random.walk.holiday

Random Walk Holiday State Model
bsts

Bayesian Structural Time Series
aggregate.weeks.to.months

Aggregate a weekly time series to monthly
aggregate.time.series

Aggregate a fine time series to a coarse summary
auto.ar

Sparse AR(p)
add.seasonal

Seasonal State Component
add.trig

Trigonometric Seasonal State Component
add.ar

AR(p) state component
add.shared.local.level

Local level trend state component
descriptive-plots

Descriptive Plots
add.semilocal.linear.trend

Semilocal Linear Trend
match.week.to.month

Find the month containing a week
bsts.options.Rd

Bsts Model Options
date.range

Date Range
add.student.local.linear.trend

Robust local linear trend
dirm

Dynamic intercept regression model
diagnostic-plots

Diagnostic Plots
last.day.in.month

Find the last day in a month
holiday

Specifying Holidays
max.window.width

Maximum Window Width for a Holiday
plot.bsts

Plotting functions for Bayesian structural time series
add.static.intercept

Static Intercept State Component
extend.time

Extends a vector of dates to a given length
dirm-model-optoins

Specify Options for a Dynamic Intercept Regression Model
plot.mbsts

Plotting Functions for Multivariate Bayesian Structural Time Series
add.dynamic.regression

Dynamic Regression State Component
named.holidays

Holidays Recognized by Name
compare.bsts.models

Compare bsts models
plot.mbsts.prediction

Plot Multivariate Bsts Predictions
iclaims

Initial Claims Data
format.timestamps

Checking for Regularity
mixed.frequency

Models for mixed frequency time series
one.step.prediction.errors

Prediction Errors
estimate.time.scale

Intervals between dates
mbsts

Multivariate Bayesian Structural Time Series
goog

Google stock price
quarter

Find the quarter in which a date occurs
predict.bsts

Prediction for bayesian structural time series
plot.bsts.mixed

Plotting functions for mixed frequency Bayesian structural time series
plot.bsts.prediction

Plot predictions from Bayesian structural time series
month.distance

Elapsed time in months
gdp

Gross Domestic Product for 57 Countries
new.home.sales

New home sales and Google trends
week.ends

Check to see if a week contains the end of a month or quarter
weekday.names

Days of the Week
get.fraction

Compute membership fractions
shark

Shark Attacks in Florida.
shorten

Shorten long names
simulate.fake.mixed.frequency.data

Simulate fake mixed frequency data
spike.slab.ar.prior

Spike and Slab Priors for AR Processes
residuals.bsts

Residuals from a bsts Object
to.posixt

Convert to POSIXt
plot.bsts.predictors

Plot the most likely predictors
plot.holiday

Plot Holiday Effects
turkish

Turkish Electricity Usage
geometric.sequence

Create a Geometric Sequence
wide.to.long

Convert Between Wide and Long Format
regression.holiday

Regression Based Holiday Models
rsxfs

Retail sales, excluding food services
summary.bsts

Summarize a Bayesian structural time series object
regularize.timestamps

Produce a Regular Series of Time Stamps
state.sizes

Compute state dimensions
add.local.linear.trend

Local linear trend state component
add.monthly.annual.cycle

Monthly Annual Cycle State Component
add.local.level

Local level trend state component
HarveyCumulator

HarveyCumulator
StateSpecification

Add a state component to a Bayesian structural time series model