Package: mbsts
Type: Package
Title: Multivariate Bayesian Structural Time Series
Version: 1.0
Author: Jinwen Qiu <qjwsnow_ctw@hotmail.com>
Maintainer: Jinwen Qiu <qjwsnow_ctw@hotmail.com>
Description: Multivariate time series regression using dynamic linear models fit by MCMC. See Qiu, Jammalamadaka and Ning (2018) <http://www.jmlr.org/papers/volume19/18-009/18-009.pdf>.
License: LGPL-2.1
NeedsCompilation: no
Depends: pscl, MASS, KFAS, MCMCpack, Matrix, R(>= 3.5)
Repository: CRAN
Date: 2020-01-07
Packaged: 2020-01-08 03:05:45 UTC; william
Date/Publication: 2020-01-09 18:10:05 UTC
Built: R 4.0.0; ; 2020-04-10 08:44:28 UTC; windows
