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>.
Version: 1.0.5 Depends: R (≥ 4.0.0) Imports: bayesplot (≥ 1.5.0), bridgesampling (≥ 0.3-0), forecast, ggplot2, gridExtra, loo (≥ 2.1.0), lubridate, MASS, methods, prophet, Rcpp (≥ 0.12.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.32.0), rstantools (≥ 2.4.0), zoo LinkingTo: BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppEigen (≥ 0.3.3.3.0), RcppParallel (≥ 5.0.1), rstan (≥ 2.32.0), StanHeaders (≥ 2.18.0) Suggests: knitr, rmarkdown, ggfortify, StanHeaders Published: 2025-06-05 DOI: 10.32614/CRAN.package.bayesforecast Author: Asael Alonzo Matamoros [aut, cre], Cristian Cruz Torres [aut], Andres Dala [ctb], Rob Hyndman [ctb], Mitchell O'Hara-Wild [ctb] Maintainer: Asael Alonzo Matamoros <asael.alonzo at gmail.com> License: GPL-2 NeedsCompilation: yes SystemRequirements: GNU make Citation: bayesforecast citation info Materials: README NEWS In views: Bayesian, TimeSeries CRAN checks: bayesforecast results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=bayesforecast to link to this page.
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