Bayesian Time Series Modeling with Stan
Overview
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.
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
- 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
Documentation
- 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
Dependencies
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.0.5Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.0.12021-06-17 · diff ↗ ·
added 7 exports
Holt, Hw, LocalLevel, mcmc_plot, stan_Holt, stan_Hw, stan_LocalLevel - RR 4.1.0 released · 2021-05-18
- 0.0.12021-01-22
- RR 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
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