Multivariate Bayesian Structural Time Series

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Documentation for package ‘mbsts’ version 3.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

mbsts-package	Multivariate Bayesian Structural Time Series
mbsts-class	Constructor for the MBSTS model
mbsts.forecast	Specification of time series components
mbsts_function	Main function for the multivariate Bayesian structural time series (MBSTS) model
mbsts_function-method	Main function for the multivariate Bayesian structural time series (MBSTS) model
para.est	Regression parameter estimation by the MBSTS Model
para.est-method	Regression parameter estimation by the MBSTS Model
plot_comp	Plot Posterior State Components
plot_comp-method	Plot Posterior State Components
plot_cvg	Plot for Convergence Diagnosis
plot_cvg-method	Plot for Convergence Diagnosis
plot_prob	Plot Inclusion Probabilities
plot_prob-method	Plot Inclusion Probabilities
sim_data	Simulate data
sim_data-method	Simulate data
tsc.setting	Specification of time series components