Other packages > Find by keyword >

bayesforecast  

Bayesian Time Series Modeling with Stan
View on CRAN: Click here


Download and install bayesforecast package within the R console
Install from CRAN:
install.packages("bayesforecast")

Install from Github:
library("remotes")
install_github("cran/bayesforecast")

Install by package version:
library("remotes")
install_version("bayesforecast", "1.0.5")



Attach the package and use:
library("bayesforecast")
Maintained by
Asael Alonzo Matamoros
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-01-22
Latest Update: 2025-06-05
Description:
Fit Bayesian time series models using 'Stan' for full Bayesian inference. A wide range of distributions and models are supported, allowing users to fit Seasonal ARIMA, ARIMAX, Dynamic Harmonic Regression, GARCH, t-student innovation GARCH models, asymmetric GARCH, Random Walks, stochastic volatility models for univariate time series. Prior specifications are flexible and explicitly encourage users to apply prior distributions that actually reflect their beliefs. Model fit can easily be assessed and compared with typical visualization methods, information criteria such as loglik, AIC, BIC WAIC, Bayes factor and leave-one-out cross-validation methods. References: Hyndman (2017) ; Carpenter et al. (2017) .
How to cite:
Asael Alonzo Matamoros (2021). bayesforecast: Bayesian Time Series Modeling with Stan. R package version 1.0.5, https://cran.r-project.org/web/packages/bayesforecast. Accessed 03 Jul. 2026.
Previous versions and publish date:
0.0.1 (2021-01-22 11:20), 1.0.1 (2021-06-17 12:00)
Other packages that cited bayesforecast R package
View bayesforecast citation profile
Other R packages that bayesforecast depends, imports, suggests or enhances
Complete documentation for bayesforecast
Functions, R codes and Examples using the bayesforecast R package
Some associated functions: AICc . Holt . Hw . LKJ . LocalLevel . SVM . Sarima . aic . air . as.stan . aust . auto.sarima . autoplot.ts . autoplot.varstan . bayes_factor.varstan . bayesforecast-package . beta . bic . birth . bridge_sampler.varstan . cauchy . check_residuals . chisq . demgbp . exponential . extract_stan . fitted.varstan . forecast.varstan . fourier . gamma . garch . get_parameters . get_prior . ggacf . gghist . ggnorm . ggpacf . inverse.chisq . inverse.gamma . ipc . jeffrey . laplace . log_lik.varstan . loglik . loo.varstan . mcmc_plot.varstan . model . naive . normal . oildata . plot.varstan . posterior_epred.varstan . posterior_interval . posterior_predict.varstan . predictive_error.varstan . print.Holt . print.Hw . print.LocalLevel . print.SVM . print.Sarima . print.garch . print.naive . print.ssm . print.varstan . prior_summary.varstan . reexports . report . residuals.varstan . set_prior . ssm . stan_Holt . stan_Hw . stan_LocalLevel . stan_SVM . stan_garch . stan_naive . stan_sarima . stan_ssm . student . summary.varstan . uniform . varstan . waic.varstan . 
Some associated R codes: Birth.R . Fit.R . Misc.R . SVM.R . Sarima.R . auto_sarima.R . autoplot.R . bayes_factor.R . bayesforecast-package.R . ets.R . forecast.R . garch.R . get_params.R . log_lik.R . model.R . naive.R . posterior_intervals.R . posterior_predict.R . predictive_error.R . print.R . prior.R . report.R . ssm.R . stan_models.R . stanmodels.R . summary.R . varstan.R .  Full bayesforecast package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

MANOVA.RM  
Resampling-Based Analysis of Multivariate Data and Repeated Measures Designs
Implemented are various tests for semi-parametric repeated measures and general MANOVA designs that ...
Download / Learn more Package Citations See dependency  
reportROC  
An Easy Way to Report ROC Analysis
Provides an easy way to report the results of ROC analysis, including: 1. an ROC curve. 2. the val ...
Download / Learn more Package Citations See dependency  
gap.datasets  
Datasets for 'gap'
Datasets associated with the 'gap' package. Currently, it includes an example data for regional ass ...
Download / Learn more Package Citations See dependency  
GaussSuppression  
Tabular Data Suppression using Gaussian Elimination
A statistical disclosure control tool to protect tables by suppression using the Gaussian eliminati ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
tabbycat  
Tabulate and Summarise Categorical Data
Functions for tabulating and summarising categorical variables. Most functions are designed to work ...
Download / Learn more Package Citations See dependency  

27,653

R Packages

236,180

Dependencies

73,487

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA