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 |