bsts-package {bsts}

bsts

Description

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.

Details

Installation note for Linux users

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.

Author(s)

Author: Steven L. Scott <[e-mail]> Maintainer: Steven L. Scott <[e-mail]>

References

Please see the references in the help page for the bsts function.

See Also

See the examples in the bsts function.