Skip to content

bsts

Bayesian Structural Time Series

v0.9.11 · Sep 5, 2025 · LGPL-2.1 | MIT + file LICENSE

Description

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.

Downloads

CRAN

5.1K

Last 30 days

1682nd

12.3K

Last 90 days

43.5K

Last year

Trend: +21.4% (30d vs prior 30d)

r2u CRAN

266

Last 30 days

720

Last 90 days

2.3K

Last year

Trend: -3.6% (30d vs prior 30d)

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Additional Issues

Check History

OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR r-devel-linux-x86_64-debian-gcc

PDF version of manual

Rd conversion errors:
Warning in file(outfile, "wt") :
  cannot open file '/tmp/RtmpYHiHqb/Rd2pdf29d7ec70884e60/Rd2.tex': No such file or directory
Error in file(outfile, "wt") : cannot open the connection
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 22, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE May 21, 2026
ERROR r-devel-linux-x86_64-debian-gcc

examples

Running examples in ‘bsts-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: regression.holiday
> ### Title: Regression Based Holiday Models
> ### Aliases: AddRegressionHoliday Regre
...[truncated]...
length
Calls: plot ... .PlotStateContribution -> PlotDynamicDistribution -> t -> apply
Execution halted
Examples with CPU (user + system) or elapsed time > 5s
                          user system elapsed
add.monthly.annual.cycle 3.126   0.02   5.134
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is 110.8Mb
  sub-directories of 1Mb or more:
    libs  109.9Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is 110.2Mb
  sub-directories of 1Mb or more:
    libs  109.3Mb
NOTE r-oldrel-windows-x86_64

installed package size

installed size is  6.4Mb
  sub-directories of 1Mb or more:
    libs   5.6Mb

Reverse Dependencies (7)

depends

suggests

Dependency Network

Dependencies Reverse dependencies BoomSpikeSlab zoo xts Boom CausalImpact EconCausal MarketMatching STCCGEV STCYP narfima bivarhr bsts

Version History

21 tracked
new 0.9.11 Mar 10, 2026
updated 0.9.11 ← 0.9.10 diff Sep 4, 2025
updated 0.9.10 ← 0.9.9 diff Jan 16, 2024
updated 0.9.9 ← 0.9.8 diff Nov 6, 2022
updated 0.9.8 ← 0.9.7 diff May 29, 2022
updated 0.9.7 ← 0.9.6 diff Jul 1, 2021
updated 0.9.6 ← 0.9.5 diff Apr 6, 2021
updated 0.9.5 ← 0.9.2 diff May 1, 2020
updated 0.9.2 ← 0.9.1 diff Sep 21, 2019
updated 0.9.1 ← 0.9.0 diff Jun 6, 2019
updated 0.9.0 ← 0.8.0 diff May 21, 2019
updated 0.8.0 ← 0.7.1 diff May 6, 2018
updated 0.7.1 ← 0.7.0 diff May 27, 2017
updated 0.7.0 ← 0.6.5 diff Apr 10, 2017
updated 0.6.5 ← 0.6.4 diff Aug 18, 2016