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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.

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VersionRepositoryFileSize
0.1.1 2026-04-09 windows/windows R-4.5 CausalMBSTS_0.1.1.zip 147.6 KiB

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