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Description

MBSTS Models for Causal Inference and Forecasting.

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) <arXiv:2006.12269>. The package also includes functions for model building and forecasting.
Metadata

Version

0.1.1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
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    MMIXware
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