CausalMBSTS

MBSTS Models for Causal Inference and Forecasting

CRAN Package

Infers the causal effect of an intervention on a multivariate response through the use of Multivariate Bayesian Structural Time Series models (MBSTS) as described in Menchetti & Bojinov (2020) . The package also includes functions for model building and forecasting.

  • Version0.1.1
  • R version≥ 3.5.0
  • LicenseGPL (≥ 3)
  • Needs compilation?No
  • Last release10/05/2021

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  • Depends2 packages
  • Imports5 packages
  • Suggests3 packages