Bayesian Structural Time Series [R package bsts version 0.9.11]

Steven L. Scott

bsts: Bayesian Structural Time Series

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.

Version: 0.9.11

Depends: BoomSpikeSlab (≥ 1.2.7), zoo (≥ 1.8), xts, Boom (≥ 0.9.16), R (≥ 4.5.0)

LinkingTo: Boom (≥ 0.9.16)

Suggests: testthat

Published: 2025年09月05日

DOI: 10.32614/CRAN.package.bsts

Author: Steven L. Scott [aut, cre]

Maintainer: Steven L. Scott <steve.the.bayesian at gmail.com>

License: LGPL-2.1 | MIT + file LICENSE

NeedsCompilation: yes

In views: TimeSeries

CRAN checks: bsts results

Documentation:

Reference manual: bsts.html , bsts.pdf

Downloads:

Package source: bsts_0.9.11.tar.gz

Windows binaries: r-devel: bsts_0.9.11.zip, r-release: bsts_0.9.11.zip, r-oldrel: bsts_0.9.11.zip

macOS binaries: r-release (arm64): bsts_0.9.11.tgz, r-oldrel (arm64): bsts_0.9.11.tgz, r-release (x86_64): bsts_0.9.11.tgz, r-oldrel (x86_64): bsts_0.9.11.tgz

Old sources: bsts archive

Reverse dependencies:

Reverse depends: CausalImpact

Reverse imports: EconCausal, MarketMatching, narfima, STCCGEV, STCYP

Reverse suggests: bivarhr

Linking:

Please use the canonical form https://CRAN.R-project.org/package=bsts to link to this page.