AlbertoAlmuinha / bayesmodels

The Tidymodels Extension for Bayesian Models

https://albertoalmuinha.github.io/bayesmodels/

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Bayesmodels Models Roadmap #2

Open AlbertoAlmuinha opened 3 years ago

AlbertoAlmuinha commented 3 years ago

Actual Models

[x] Sarima: bayesforecast package
[x] Garch: bayesforecast package
[x] Random Walk (Naive): bayesforecast package
[x] Stochastic Volatility: bayesforecast package
[x] State Space Model: bayesforecast package
[x] Adaptive Spline Surface: BASS package
[x] GAMs: brms package
[x] Structural Time Series (State Space Models): bsts package
[x] Exponential Smoothing: Rlgt package

Future Models

[ ] Additive Regression Trees: BART package (no rJava dependencies)