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.
Version: 3.0 Depends: R (≥ 3.5.0) Imports: KFAS, Matrix, pscl, MCMCpack, MASS, ggplot2, reshape2, BBmisc, matrixStats, methods Suggests: knitr, rmarkdown, testthat (≥ 3.0.0) Published: 2023-01-07 DOI: 10.32614/CRAN.package.mbsts Author: Jinwen Qiu, Ning Ning Maintainer: Ning Ning <patricianing at gmail.com> License: LGPL-2.1 NeedsCompilation: no In views: TimeSeries CRAN checks: mbsts results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=mbsts to link to this page.
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