Package: CausalMBSTS 0.1.1

CausalMBSTS: 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.

Authors:Iavor Bojinov [aut], Fiammetta Menchetti [aut, cre], Victoria L. Prince [ctb], Ista Zahn [ctb]

CausalMBSTS_0.1.1.tar.gz
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CausalMBSTS_0.1.1.tgz(r-4.4-any)CausalMBSTS_0.1.1.tgz(r-4.3-any)
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CausalMBSTS.pdf |CausalMBSTS.html
CausalMBSTS/json (API)
NEWS

# Install 'CausalMBSTS' in R:
install.packages('CausalMBSTS', repos = c('https://fmenchetti.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/fmenchetti/causalmbsts/issues

On CRAN:

4.90 score 16 stars 6 scripts 198 downloads 4 exports 48 dependencies

Last updated 3 years agofrom:04fd3bcb29. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 27 2024
R-4.5-winNOTEOct 27 2024
R-4.5-linuxNOTEOct 27 2024
R-4.4-winNOTEOct 27 2024
R-4.4-macNOTEOct 27 2024
R-4.3-winOKOct 27 2024
R-4.3-macOKOct 27 2024

Exports:as.mbstsCausalMBSTSmcmcmodel

Dependencies:CholWishartclicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegtableisobandjsonliteKFASlabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvMixMatrixmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo

Working example of causal inference with CausalMBSTS package

Rendered fromCausalMBSTS.Rmdusingknitr::rmarkdownon Oct 27 2024.

Last update: 2020-10-23
Started: 2020-09-30