Bayesian Structural Time Series


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Documentation for package ‘bsts’ version 0.7.1

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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