mbsts
3.0Multivariate Bayesian Structural Time Series
Overview
Tools for data analysis with multivariate Bayesian structural time series (MBSTS) models. Specifically, the package provides facilities for implementing general structural time series models, flexibly adding on different time series components (trend, season, cycle, and regression), simulating them, fitting them to multivariate correlated time series data, conducting feature selection on the regression component.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 50%
- References docs
- 91%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
Author records are not tracked yet for this package.
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 3.0Latest
- RR 4.2.0 released · 2022-04-22
- 2.22021-06-26 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 1.02020-01-09
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-01-09
- Total releases
- 3 / 6 yrs
- License
- LGPL-2.1 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 24 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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