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mbsts

Multivariate Bayesian Structural Time Series

v3.0 · Jan 6, 2023 · LGPL-2.1

Description

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.

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CRAN Check Status

2 NOTE
12 OK
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r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 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
Check details (2 non-OK)
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Ning Ning <patricianing@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jinwen",
                      family = "Qiu",
                      role = "aut",
                      email = "qjwsnow_ctw@hotmail.com"),
               person(given = "Ning",
                      family = "Ning",
                      role = c("aut", "cre"),
                      email = "patricianing@gmail.com"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Ning Ning <patricianing@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jinwen",
                      family = "Qiu",
                      role = "aut",
                      email = "qjwsnow_ctw@hotmail.com"),
               person(given = "Ning",
                      family = "Ning",
                      role = c("aut", "cre"),
                      email = "patricianing@gmail.com"))
as necessary.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Ning Ning <patricianing@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jinwen",
                      family = "Qiu",
                      role = "aut",
                      email = "qjwsnow_ctw@hotmail.com"),
               person(given = "Ning",
                      family = "Ning",
                      role = c("aut", "cre"),
                      email = "patricianing@gmail.com"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Ning Ning <patricianing@gmail.com>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jinwen",
                      family = "Qiu",
                      role = "aut",
                      email = "qjwsnow_ctw@hotmail.com"),
               person(given = "Ning",
                      family = "Ning",
                      role = c("aut", "cre"),
                      email = "patricianing@gmail.com"))
as necessary.

Dependency Network

Dependencies Reverse dependencies KFAS Matrix pscl MCMCpack MASS ggplot2 reshape2 BBmisc matrixStats mbsts

Version History

new 3.0 Mar 10, 2026
updated 3.0 ← 2.2 diff Jan 6, 2023
updated 2.2 ← 1.0 diff Jun 25, 2021
new 1.0 Jan 8, 2020