Package: mbsts 3.0

mbsts: Multivariate Bayesian Structural Time Series

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.

Authors:Jinwen Qiu <[email protected]>, Ning Ning <[email protected]>

mbsts_3.0.tar.gz
mbsts_3.0.zip(r-4.7)mbsts_3.0.zip(r-4.6)mbsts_3.0.zip(r-4.5)
mbsts_3.0.tgz(r-4.6-any)mbsts_3.0.tgz(r-4.5-any)
mbsts_3.0.tar.gz(r-4.7-any)mbsts_3.0.tar.gz(r-4.6-any)
mbsts_3.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
mbsts/json (API)

# Install 'mbsts' in R:
install.packages('mbsts', repos = c('https://patning.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.30 score 2 stars 6 scripts 277 downloads 8 exports 40 dependencies

Last updated from:141b239678. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK166
source / vignettesOK218
linux-release-x86_64OK159
macos-release-arm64OK152
macos-oldrel-arm64OK156
windows-develOK120
windows-releaseOK105
windows-oldrelOK109
wasm-releaseOK116

Exports:mbsts_functionmbsts.forecastpara.estplot_compplot_cvgplot_probsim_datatsc.setting

Dependencies:backportsBBmisccheckmateclicodacpp11data.tablefarverggplot2gluegtableisobandKFASlabelinglatticelifecyclemagrittrMASSMatrixMatrixModelsmatrixStatsmcmcMCMCpackplyrpsclquantregR6RColorBrewerRcppreshape2rlangS7scalesSparseMstringistringrsurvivalvctrsviridisLitewithr

Introduction to mbsts

Rendered fromIntro_to_mbsts.Rmdusingknitr::rmarkdownon May 25 2026.

Last update: 2023-01-07
Started: 2023-01-07