mbsts: Multivariate Bayesian Structural Time Series

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

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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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