bayesforecast
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>.
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CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (17 non-OK)
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for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 121.4Mb
sub-directories of 1Mb or more:
doc 2.0Mb
libs 118.3Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 119.6Mb
sub-directories of 1Mb or more:
doc 2.0Mb
libs 116.5Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 8.7Mb
sub-directories of 1Mb or more:
doc 2.0Mb
libs 5.6Mb
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Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 121.4Mb
sub-directories of 1Mb or more:
doc 2.0Mb
libs 118.3Mb
installed package size
installed size is 119.6Mb
sub-directories of 1Mb or more:
doc 2.0Mb
libs 116.5Mb
installed package size
installed size is 8.7Mb
sub-directories of 1Mb or more:
doc 2.0Mb
libs 5.6Mb