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Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <DOI:10.1504/IJMMNO.2014.059942>, among many other sources.

Installers

  • linux-64 v0.9.1
  • win-64 v0.9.1
  • osx-64 v0.9.1

conda install

To install this package run one of the following:
conda install r_test::r-bsts

Description


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