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mbsts  

Multivariate Bayesian Structural Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mbsts", "3.0")



Attach the package and use:
library("mbsts")
Maintained by
Ning Ning
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-01-09
Latest Update: 2023-01-07
Description:
Tools for data analysis with multivariate Bayesian structural time series (MBSTS) models. Specifically, the package provides facilities for implementing general structural time series models, flexibly adding on different time series components (trend, season, cycle, and regression), simulating them, fitting them to multivariate correlated time series data, conducting feature selection on the regression component.
How to cite:
Ning Ning (2020). mbsts: Multivariate Bayesian Structural Time Series. R package version 3.0, https://cran.r-project.org/web/packages/mbsts. Accessed 10 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:28), 1.0 (2020-01-09 19:10), 2.2 (2021-06-26 00:50)
Other packages that cited mbsts R package
View mbsts citation profile
Other R packages that mbsts depends, imports, suggests or enhances
Complete documentation for mbsts
Functions, R codes and Examples using the mbsts R package
Some associated functions: mbsts-package . mbsts.forecast . mbsts . mbsts_function . para.est . plot_comp . plot_cvg . plot_prob . sim_data . tsc.setting . 
Some associated R codes: mbsts.forecast.R . mbsts_class.R . mbsts_function.R . package.R . para.est.R . plot_comp.R . plot_cvg.R . plot_prob.R . sim_data.R . tsc.setting.R .  Full mbsts package functions and examples
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