Bayesian Structural Time Series
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Documentation for package ‘bsts’ version 0.9.10
Help Pages
A B C D E F G H I L M N P Q R S T W Y
| bsts-package | bsts |
-- A --
| AcfDist | Diagnostic Plots |
| AddAr | AR(p) state component |
| AddAutoAr | Sparse AR(p) |
| AddDynamicRegression | Dynamic Regression State Component |
| AddGeneralizedLocalLinearTrend | Semilocal Linear Trend |
| AddHierarchicalRegressionHoliday | Regression Based Holiday Models |
| AddLocalLevel | Local level trend state component |
| AddLocalLinearTrend | Local linear trend state component |
| AddMonthlyAnnualCycle | Monthly Annual Cycle State Component |
| AddRandomWalkHoliday | Random Walk Holiday State Model |
| AddRegressionHoliday | Regression Based Holiday Models |
| AddSeasonal | Seasonal State Component |
| AddSemilocalLinearTrend | Semilocal Linear Trend |
| AddSharedLocalLevel | Local level trend state component |
| AddStaticIntercept | Static Intercept State Component |
| 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 |
-- B --
| 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 |
-- C --
| CompareBstsModels | Compare bsts models |
-- D --
| DateRange | Date Range |
| DateRangeHoliday | Specifying Holidays |
| DateToPOSIX | Convert to POSIXt |
| DayPlot | Descriptive Plots |
| dirm | Dynamic intercept regression model |
| DirmModelOptions | Specify Options for a Dynamic Intercept Regression Model |
| DynamicRegressionArOptions | Dynamic Regression State Component |
| DynamicRegressionHierarchicalRandomWalkOptions | Dynamic Regression State Component |
| DynamicRegressionOptions | Dynamic Regression State Component |
| DynamicRegressionRandomWalkOptions | Dynamic Regression State Component |
-- E --
| EstimateTimeScale | Intervals between dates |
| ExtendTime | Extends a vector of dates to a given length |
-- F --
| FixedDateHoliday | Specifying Holidays |
-- G --
| gdp | Gross Domestic Product for 57 Countries |
| GeometricSequence | Create a Geometric Sequence |
| GetFractionOfDaysInInitialMonth | Compute membership fractions |
| GetFractionOfDaysInInitialQuarter | Compute membership fractions |
| GOOG | Google stock price |
| goog | Google stock price |
-- H --
| HarveyCumulator | HarveyCumulator |
| HasDuplicateTimestamps | Checking for Regularity |
| HierarchicalRegressionHolidayStateModel | Regression Based Holiday Models |
| Holiday | Specifying Holidays |
| holiday | Specifying Holidays |
-- I --
| iclaims | Initial Claims Data |
| initial.claims | Initial Claims Data |
| IsRegular | Checking for Regularity |
-- L --
| LastDayInMonth | Find the last day in a month |
| LastWeekdayInMonthHoliday | Specifying Holidays |
| LongToWide | Convert Between Wide and Long Format |
-- M --
| MATCH.NumericTimestamps | Match Numeric Timestamps |
| MatchWeekToMonth | Find the month containing a week |
| MaxWindowWidth | Maximum Window Width for a Holiday |
| MaxWindowWidth.DateRangeHoliday | Maximum Window Width for a Holiday |
| MaxWindowWidth.default | Maximum Window Width for a Holiday |
| mbsts | Multivariate Bayesian Structural Time Series |
| mbsts.prediction | Prediction for Multivariate Bayesian Structural Time Series |
| MonthDistance | Elapsed time in months |
| MonthlyAnnualCycle | Monthly Annual Cycle State Component |
| MonthPlot | Descriptive Plots |
-- N --
| named.holidays | Holidays Recognized by Name |
| NamedHoliday | Specifying Holidays |
| new.home.sales | New home sales and Google trends |
| NoDuplicates | Checking for Regularity |
| NoGaps | Checking for Regularity |
| NthWeekdayInMonthHoliday | Specifying Holidays |
-- P --
| 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 |
| plot.mbsts | Plotting Functions for Multivariate Bayesian Structural Time Series |
| plot.mbsts.prediction | Plot Multivariate Bsts Predictions |
| 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 |
| PlotHoliday | Plot Holiday Effects |
| PlotMbstsSeriesMeans | Plotting Functions for Multivariate Bayesian Structural Time Series |
| PlotMonthlyAnnualCycle | Plotting functions for Bayesian structural time series |
| PlotSeasonalEffect | Plotting functions for Bayesian structural time series |
| predict.bsts | Prediction for Bayesian Structural Time Series |
| predict.mbsts | Prediction for Multivariate Bayesian Structural Time Series |
-- Q --
| qqdist | Diagnostic Plots |
| Quarter | Find the quarter in which a date occurs |
-- R --
| RandomWalkHolidayStateModel | Random Walk Holiday State Model |
| RegressionHolidayStateModel | Regression Based Holiday Models |
| 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 |
-- S --
| shark | Shark Attacks in Florida. |
| 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 |
-- T --
| turkish | Turkish Electricity Usage |
-- W --
| weekday.names | Days of the Week |
| 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 |
| WideToLong | Convert Between Wide and Long Format |
-- Y --
| YearMonToPOSIX | Convert to POSIXt |
| YearPlot | Descriptive Plots |