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>.
Version: | 1.0 |
Depends: | pscl, MASS, KFAS, MCMCpack, Matrix, R (≥ 3.5) |
Published: | 2020-01-09 |
Author: | Jinwen Qiu |
Maintainer: | Jinwen Qiu <qjwsnow_ctw at hotmail.com> |
License: | LGPL-2.1 |
NeedsCompilation: | no |
In views: | TimeSeries |
CRAN checks: | mbsts results |
Reference manual: | mbsts.pdf |
Package source: | mbsts_1.0.tar.gz |
Windows binaries: | r-devel: mbsts_1.0.zip, r-release: mbsts_1.0.zip, r-oldrel: mbsts_1.0.zip |
macOS binaries: | r-release: mbsts_1.0.tgz, r-oldrel: mbsts_1.0.tgz |
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