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bayesforecast

1.0.5Package record

Bayesian Time Series Modeling with Stan

0packages depend
7.5Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Fit Bayesian time series models using 'Stan' for full Bayesian inference. A wide range of distributions and models are supported, allowing users to fit Seasonal ARIMA, ARIMAX, Dynamic Harmonic Regression, GARCH, t-student innovation GARCH models, asymmetric GARCH, Random Walks, stochastic volatility models for univariate time series. Prior specifications are flexible and explicitly encourage users to apply prior distributions that actually reflect their beliefs. Model fit can easily be assessed and compared with typical visualization methods, information criteria such as loglik, AIC, BIC WAIC, Bayes factor and leave-one-out cross-validation methods. References: Hyndman (2017) doi:10.18637/jss.v027.i03; Carpenter et al. (2017) doi:10.18637/jss.v076.i01.

Changes in 1.0.5

Features:

  • no features

Improvements:

  • update rstan into 2.36 version

Changes:

  • No current changes

Fixes:

  • Update Stan code @andrjohns
  • Correct documentation
  • Fix link in Readme File

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 25.7 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-07-29
Show 7 earlier changesHide 7 earlier changes
  • ERROR12 OK, 1 ERROR2026-07-27
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK12 OK2026-04-25
  • NOTE11 OK, 3 NOTE2026-04-22
  • ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
  • NOTE11 OK, 3 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.0.5
READMEYes · 605 wordsVignettesYes · 2 · dynamicNEWSYes · 33% structured · mentions 1.0.5Citation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Description cites a JSS article
Help pages
83 (1 internal)includes a package overview page
Examples that run
39%18 run in a plain check · 27 only when donttest examples are enabled (R CMD check --as-cran) · 1 never run
Exported functions with examples
70%
Documented parameters
99%
Return-value docs
98%
Help pages citing references
35%

Downloads

7.5K
CRAN downloads in the past year
Rank #5,310 · ~20/day · ~622/mo
Daily download trend is not available in this view yet.
50330 days
1.5K90 days
7.5K1 year
Compare downloads with other packages →
Also on560 r2u31 autocran2.3K conda_forge81 c2d4u

Dependencies

Declared dependencies
23 external dependencies (excludes base and recommended)

Installing bayesforecast adds 100 packages (56 with compiled code, 93 MB of source tarballs). Heaviest: BH 14 MB, stringi 11 MB, ggplot2 6.0 MB.

Depends (1)
R >= 4.0.0
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (5)
Author, Maintainer since 0.0.1 (2021)
Contributor · added in 1.0.1
Contributor
Releases (3)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.5Latest
    record
    2025-06-05 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.0.1
    record
    2021-06-17 · diff ↗ ·
    added 7 exports
    Holt, Hw, LocalLevel, mcmc_plot, stan_Holt, stan_Hw, stan_LocalLevel
  • R
    R 4.1.0 released · 2021-05-18
  • 0.0.1
    record
    2021-01-22
  • R
    R 4.0.0 released · 2020-04-24

Package metadata

First published
2021-01-22
Total releases
3 / 5 yrs
License
GPL-2 OSI
Minimum R
≥ 4.0.0
Bundled data
8.1 KB / 6 files
Download size
1.8 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("bayesforecast")

The package provides a citation file that builds its entry when R runs it. Run citation() to see it.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for bayesforecast version 1.0.5 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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