Bayesian Structural Time Series


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Documentation for package ‘bsts’ version 0.9.7

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A B C D E F G H I L M N P Q R S T W Y

-- A --

AcfDist Diagnostic Plots
AddAr AR(p) state component
AddAutoAr Sparse AR(p)
AddDynamicRegression Dynamic Regression State Component
AddGeneralizedLocalLinearTrend Semilocal Linear Trend
AddHierarchicalRegressionHoliday Regression Based Holiday Models
AddLocalLevel Local level trend state component
AddLocalLinearTrend Local linear trend state component
AddMonthlyAnnualCycle Monthly Annual Cycle State Component
AddRandomWalkHoliday Random Walk Holiday State Model
AddRegressionHoliday Regression Based Holiday Models
AddSeasonal Seasonal State Component
AddSemilocalLinearTrend Semilocal Linear Trend
AddSharedLocalLevel Local level trend state component
AddStaticIntercept Static Intercept State Component
AddStudentLocalLinearTrend Robust local linear trend
AddTrig Trigonometric Seasonal State Component
AggregateTimeSeries Aggregate a fine time series to a coarse summary
AggregateWeeksToMonths Aggregate a weekly time series to monthly

-- B --

bsts Bayesian Structural Time Series
bsts.mixed Models for mixed frequency time series
bsts.prediction Prediction for bayesian structural time series
bsts.prediction.errors Prediction Errors
BstsOptions Bsts Model Options

-- C --

CompareBstsModels Compare bsts models

-- D --

DateRange Date Range
DateRangeHoliday Specifying Holidays
DateToPOSIX Convert to POSIXt
DayPlot Descriptive Plots
dirm Dynamic intercept regression model
DirmModelOptions Specify Options for a Dynamic Intercept Regression Model
DynamicRegressionArOptions Dynamic Regression State Component
DynamicRegressionHierarchicalRandomWalkOptions Dynamic Regression State Component
DynamicRegressionOptions Dynamic Regression State Component
DynamicRegressionRandomWalkOptions Dynamic Regression State Component

-- E --

EstimateTimeScale Intervals between dates
ExtendTime Extends a vector of dates to a given length

-- F --

FixedDateHoliday Specifying Holidays

-- G --

gdp Gross Domestic Product for 57 Countries
GeometricSequence Create a Geometric Sequence
GetFractionOfDaysInInitialMonth Compute membership fractions
GetFractionOfDaysInInitialQuarter Compute membership fractions
GOOG Google stock price
goog Google stock price

-- H --

HarveyCumulator HarveyCumulator
HasDuplicateTimestamps Checking for Regularity
HierarchicalRegressionHolidayStateModel Regression Based Holiday Models
Holiday Specifying Holidays
holiday Specifying Holidays

-- I --

iclaims Initial Claims Data
initial.claims Initial Claims Data
IsRegular Checking for Regularity

-- L --

LastDayInMonth Find the last day in a month
LastWeekdayInMonthHoliday Specifying Holidays
LongToWide Convert Between Wide and Long Format

-- M --

MATCH.NumericTimestamps Match Numeric Timestamps
MatchWeekToMonth Find the month containing a week
MaxWindowWidth Maximum Window Width for a Holiday
MaxWindowWidth.DateRangeHoliday Maximum Window Width for a Holiday
MaxWindowWidth.default Maximum Window Width for a Holiday
MonthDistance Elapsed time in months
MonthlyAnnualCycle Monthly Annual Cycle State Component
MonthPlot Descriptive Plots

-- N --

named.holidays Holidays Recognized by Name
NamedHoliday Specifying Holidays
new.home.sales New home sales and Google trends
NoDuplicates Checking for Regularity
NoGaps Checking for Regularity
NthWeekdayInMonthHoliday Specifying Holidays

-- P --

plot.bsts Plotting functions 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
PlotBstsCoefficients Plotting functions for Bayesian structural time series
PlotBstsComponents Plotting functions for Bayesian structural time series
PlotBstsForecastDistribution Plotting functions for Bayesian structural time series
PlotBstsMixedComponents Plotting functions for mixed frequency Bayesian structural time series
PlotBstsMixedState Plotting functions for mixed frequency Bayesian structural time series
PlotBstsPredictionErrors Plotting functions for Bayesian structural time series
PlotBstsPredictors Plot the most likely predictors
PlotBstsResiduals Plotting functions for Bayesian structural time series
PlotBstsSize Plotting functions for Bayesian structural time series
PlotBstsState Plotting functions for Bayesian structural time series
PlotDynamicRegression Plotting functions for Bayesian structural time series
PlotHoliday Plot Holiday Effects
PlotMonthlyAnnualCycle Plotting functions for Bayesian structural time series
PlotSeasonalEffect Plotting functions for Bayesian structural time series
predict.bsts Prediction for bayesian structural time series

-- Q --

qqdist Diagnostic Plots
Quarter Find the quarter in which a date occurs

-- R --

RandomWalkHolidayStateModel Random Walk Holiday State Model
RegressionHolidayStateModel Regression Based Holiday Models
RegularizeTimestamps Produce a Regular Series of Time Stamps
RegularizeTimestamps.Date Produce a Regular Series of Time Stamps
RegularizeTimestamps.default Produce a Regular Series of Time Stamps
RegularizeTimestamps.numeric Produce a Regular Series of Time Stamps
RegularizeTimestamps.POSIXt Produce a Regular Series of Time Stamps
residuals.bsts Residuals from a bsts Object
retail.sales Retail sales, excluding food services
RSXFS Retail sales, excluding food services
rsxfs Retail sales, excluding food services

-- S --

shark Shark Attacks in Florida.
Shorten Shorten long names
SimulateFakeMixedFrequencyData Simulate fake mixed frequency data
SpikeSlabArPrior Spike and Slab Priors for AR Processes
state.specification Add a state component to a Bayesian structural time series model
StateSizes Compute state dimensions
StateSpecification Add a state component to a Bayesian structural time series model
SuggestBurn Suggested burn-in size
summary.bsts Summarize a Bayesian structural time series object

-- T --

turkish Turkish Electricity Usage

-- W --

weekday.names Days of the Week
WeekEndsMonth Check to see if a week contains the end of a month or quarter
WeekEndsQuarter Check to see if a week contains the end of a month or quarter
WideToLong Convert Between Wide and Long Format

-- Y --

YearMonToPOSIX Convert to POSIXt
YearPlot Descriptive Plots