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bayesforecast

1.0.5

Bayesian Time Series Modeling with Stan

0packages depend
12.2Kdownloads / year
–test coverage
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Overview

About
Maintained by Asael Alonzo MatamorosFirst published 2021-01-223 releasesCRAN page ↗

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>.

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Health

CRAN checks
13OK
Code health
None
Tests · ratio 0.00
not tracked
Coverage
100%
Documentation · exports
Yes
Vignettes
Yes
README
15
Dependencies · direct
Check history
  • OK2026-06-09
    13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-06-08
    12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
  • OK2026-04-25
    12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • NOTE2026-04-22
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-04-18
    10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
Show 1 earlier snapshots
  • NOTE2026-03-10
    11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Downloads

12.2K
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53030 days
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Source & community

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Dependencies

Declared dependencies
23 external dependencies (excludes base and recommended)
Depends (1)
R >= 4.0.0
Imports (15)
bayesplotbridgesamplingforecastggplot2gridExtraloolubridateMASS basemethods baseprophetRcppRcppParallelrstan (>= 2.32.0)rstantoolszoo
LinkingTo (6)
BHRcppRcppEigenRcppParallelrstanStanHeaders (>= 2.18.0)
Suggests (4)
knitrrmarkdownggfortifyStanHeaders
Enhances (0)
none
Reverse dependencies
0direct
–indirect (not tracked)

Nothing depends on this yet.

Code

28,209Lines of code
61Exported functions

Code & tests

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Line coverage

–

Expression

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Tests / Examples

–

Functions

178 50 exported

Complexity

5.6 avg / 82 max

Call network

178 nodes / 281 edges

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (5)
Maintainer (1)
Asael Alonzo Matamoros
Author, Maintainer
Authors (1)
Cristian Cruz Torres
Author
Contributors (3)
Andres Dala
Contributor
Rob Hyndman
Contributor
Mitchell O'Hara-Wild
Contributor
Release timeline

3 releases. Pick two to compare their code metrics; R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.0.5Latest
    2025-06-05 · current release
  • 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
    2021-06-17 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 0.0.1
    2021-01-22

Package metadata

First published
2021-01-22
Total releases
3 / 5 yrs
License
GPL-2 OSI
Download size
not tracked yet
Installed size
not tracked yet
With dependencies
not tracked yet