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:
mbsts_3.0.tar.gz
mbsts_3.0.zip(r-4.5)mbsts_3.0.zip(r-4.4)mbsts_3.0.zip(r-4.3)
mbsts_3.0.tgz(r-4.5-any)mbsts_3.0.tgz(r-4.4-any)mbsts_3.0.tgz(r-4.3-any)
mbsts_3.0.tar.gz(r-4.5-noble)mbsts_3.0.tar.gz(r-4.4-noble)
mbsts_3.0.tgz(r-4.4-emscripten)mbsts_3.0.tgz(r-4.3-emscripten)
mbsts.pdf |mbsts.html✨
mbsts/json (API)
| # Install 'mbsts' in R: |
| install.packages('mbsts', repos = c('https://patning.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 years agofrom:141b239678. Checks:8 OK. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Feb 18 2025 |
| R-4.5-win | OK | Feb 18 2025 |
| R-4.5-mac | OK | Feb 18 2025 |
| R-4.5-linux | OK | Feb 18 2025 |
| R-4.4-win | OK | Feb 18 2025 |
| R-4.4-mac | OK | Feb 18 2025 |
| R-4.3-win | OK | Feb 18 2025 |
| R-4.3-mac | OK | Feb 18 2025 |
Exports:mbsts_functionmbsts.forecastpara.estplot_compplot_cvgplot_probsim_datatsc.setting
Dependencies:backportsBBmisccheckmateclicodacolorspacedata.tablefansifarverggplot2gluegtableisobandKFASlabelinglatticelifecyclemagrittrMASSMatrixMatrixModelsmatrixStatsmcmcMCMCpackmgcvmunsellnlmepillarpkgconfigplyrpsclquantregR6RColorBrewerRcppreshape2rlangscalesSparseMstringistringrsurvivaltibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate Bayesian Structural Time Series | mbsts-package |
| Main function for the multivariate Bayesian structural time series (MBSTS) model | mbsts_function mbsts_function,array-method |
| Constructor for the MBSTS model | mbsts-class |
| Specification of time series components | mbsts.forecast |
| Regression parameter estimation by the MBSTS Model | para.est para.est,mbsts-method |
| Plot Posterior State Components | plot_comp plot_comp,mbsts-method |
| Plot for Convergence Diagnosis | plot_cvg plot_cvg,mbsts-method |
| Plot Inclusion Probabilities | plot_prob plot_prob,mbsts-method |
| Simulate data | sim_data sim_data,array-method |
| Specification of time series components | tsc.setting |
