MBSTS Models for Causal Inference and Forecasting
Definition and estimation of a Multivariate Bayesian Structural Time S...
Causal effect estimation in a multivariate setting
MCMC samples for a given MBSTS model
Multivariate structural time series model definition
Plotting function for object of class CausalMBSTS
Predictions for a given multivariate Bayesian structural time series m...
Format and print the estimated causal effect(s), credible interval(s),...
Summary of causal effect estimation results obtained with `CausalMBSTS...
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.