bayesforecast

Bayesian Time Series Modeling with Stan

CRAN Package

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) doi:10.18637/jss.v027.i03; Carpenter et al. (2017) doi:10.18637/jss.v076.i01.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 433 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 23 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
0 downloadsMar 4, 2025
0 downloadsMar 5, 2025
0 downloadsMar 6, 2025
0 downloadsMar 7, 2025
15 downloadsMar 8, 2025
5 downloadsMar 9, 2025
16 downloadsMar 10, 2025
20 downloadsMar 11, 2025
13 downloadsMar 12, 2025
14 downloadsMar 13, 2025
11 downloadsMar 14, 2025
17 downloadsMar 15, 2025
7 downloadsMar 16, 2025
18 downloadsMar 17, 2025
18 downloadsMar 18, 2025
15 downloadsMar 19, 2025
22 downloadsMar 20, 2025
13 downloadsMar 21, 2025
17 downloadsMar 22, 2025
9 downloadsMar 23, 2025
16 downloadsMar 24, 2025
8 downloadsMar 25, 2025
14 downloadsMar 26, 2025
11 downloadsMar 27, 2025
13 downloadsMar 28, 2025
16 downloadsMar 29, 2025
10 downloadsMar 30, 2025
10 downloadsMar 31, 2025
9 downloadsApr 1, 2025
22 downloadsApr 2, 2025
7 downloadsApr 3, 2025
23 downloadsApr 4, 2025
21 downloadsApr 5, 2025
23 downloadsApr 6, 2025
0 downloadsApr 7, 2025
0 downloadsApr 8, 2025
0 downloadsApr 9, 2025
0 downloadsApr 10, 2025
0 downloadsApr 11, 2025
0 downloadsApr 12, 2025
5
23

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 5,628 times in the last 365 days. A solid achievement! Enough downloads to get noticed at department meetings. The day with the most downloads was Jul 25, 2024 with 60 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports16 packages
  • Suggests3 packages
  • Linking To6 packages