AddAr | AR(p) state component |
AddAutoAr | Sparse AR(p) |
AddDynamicRegression | Dynamic Regression State Component |
AddFixedDateHoliday | Holiday state models |
AddGeneralizedLocalLinearTrend | Semilocal Linear Trend |
AddLastWeekdayInMonthHoliday | Holiday state models |
AddLocalLevel | Local level trend state component |
AddLocalLinearTrend | Local linear trend state component |
AddNamedHolidays | Holiday state models |
AddNthWeekdayInMonthHoliday | Holiday state models |
AddSeasonal | Seasonal state component |
AddSemilocalLinearTrend | Semilocal Linear Trend |
AddStudentLocalLinearTrend | Robust local linear trend |
AddTrig | Trigonometric seasonal state component |
AggregateTimeSeries | Aggregate a fine time series to a coarse summary |
AggregateWeeksToMonths | Aggregate a weekly time series to monthly |
bsts | Bayesian structural time series |
bsts.mixed | Models for mixed frequency time series |
bsts.prediction | Prediction for bayesian structural time series |
bsts.prediction.errors | Prediction Errors |
BstsOptions | Bsts Model Options |
CompareBstsModels | Compare bsts models |
EstimateTimeScale | Intervals between dates |
ExtendTime | Extends a vector of dates to a given length |
GeometricSequence | Create a Geometric Sequence |
GetFractionOfDaysInInitialMonth | Compute membership fractions |
GetFractionOfDaysInInitialQuarter | Compute membership fractions |
GOOG | Google stock price |
goog | Google stock price |
HarveyCumulator | HarveyCumulator |
HasDuplicateTimestamps | Checking for Regularity |
iclaims | Initial Claims Data |
initial.claims | Initial Claims Data |
IsRegular | Checking for Regularity |
LastDayInMonth | Find the last day in a month |
MATCH.NumericTimestamps | Match Numeric Timestamps |
MatchWeekToMonth | Find the month containing a week |
MonthDistance | Elapsed time in months |
NamedHolidays | Holiday state models |
new.home.sales | New home sales and Google trends |
NoDuplicates | Checking for Regularity |
NoGaps | Checking for Regularity |
plot.bsts | Plotting functions for Bayesian structural time series |
plot.bsts.mixed | Plotting functions for mixed frequency Bayesian structural time series |
plot.bsts.prediction | Plot predictions from Bayesian structural time series |
PlotBstsCoefficients | Plotting functions for Bayesian structural time series |
PlotBstsComponents | Plotting functions for Bayesian structural time series |
PlotBstsForecastDistribution | Plotting functions for Bayesian structural time series |
PlotBstsMixedComponents | Plotting functions for mixed frequency Bayesian structural time series |
PlotBstsMixedState | Plotting functions for mixed frequency Bayesian structural time series |
PlotBstsPredictionErrors | Plotting functions for Bayesian structural time series |
PlotBstsPredictors | Plot the most likely predictors |
PlotBstsResiduals | Plotting functions for Bayesian structural time series |
PlotBstsSize | Plotting functions for Bayesian structural time series |
PlotBstsState | Plotting functions for Bayesian structural time series |
PlotDynamicRegression | Plotting functions for Bayesian structural time series |
PlotHolidays | Plot bsts holidays |
PlotSeasonalEffect | Plotting functions for Bayesian structural time series |
predict.bsts | Prediction for bayesian structural time series |
Quarter | Find the quarter in which a date occurs |
RegularizeTimestamps | Produce a Regular Series of Time Stamps |
RegularizeTimestamps.Date | Produce a Regular Series of Time Stamps |
RegularizeTimestamps.default | Produce a Regular Series of Time Stamps |
RegularizeTimestamps.numeric | Produce a Regular Series of Time Stamps |
RegularizeTimestamps.POSIXt | Produce a Regular Series of Time Stamps |
residuals.bsts | Residuals from a bsts Object |
retail.sales | Retail sales, excluding food services |
RSXFS | Retail sales, excluding food services |
rsxfs | Retail sales, excluding food services |
Shorten | Shorten long names |
SimulateFakeMixedFrequencyData | Simulate fake mixed frequency data |
SpikeSlabArPrior | Spike and Slab Priors for AR Processes |
state.specification | Add a state component to a Bayesian structural time series model |
StateSizes | Compute state dimensions |
StateSpecification | Add a state component to a Bayesian structural time series model |
SuggestBurn | Suggested burn-in size |
summary.bsts | Summarize a Bayesian structural time series object |
WeekEndsMonth | Check to see if a week contains the end of a month or quarter |
WeekEndsQuarter | Check to see if a week contains the end of a month or quarter |