| Name : R-bayesforecast
| |
| Version : 1.0.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.12.1
| Date : 2024-09-18 15:50:09
|
| Group : Development/Libraries/Other
| Source RPM : R-bayesforecast-1.0.1-lp153.12.1.src.rpm
|
| Size : 6.71 MB
| |
| Packager : (none)
| |
| Summary : Bayesian Time Series Modeling with Stan
|
Description :
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
