A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.
Adding multiple cycles (via addTrig), but output only returns sd of one.
Reproducible (and artificial example):
library(bsts)
data(AirPassengers)
y <- log(AirPassengers)
ss <- AddLocalLinearTrend(list(), y)
ss <- AddTrig(ss, y, period = 20, frequencies = 1)
ss <- AddTrig(ss, y, period = 41, frequencies = 1)
model <- bsts(y, state.specification = ss, niter = 500)
only one available:
model$trig.coefficient.sd
Thanks,
Alexios
ok, so two components are actually returned but it is a naming issue since they have the same names and so the listing does not show them (but available by using names(model))
Adding multiple cycles (via addTrig), but output only returns sd of one.
Reproducible (and artificial example):
library(bsts) data(AirPassengers) y <- log(AirPassengers) ss <- AddLocalLinearTrend(list(), y) ss <- AddTrig(ss, y, period = 20, frequencies = 1) ss <- AddTrig(ss, y, period = 41, frequencies = 1)
model <- bsts(y, state.specification = ss, niter = 500)
only one available:
model$trig.coefficient.sd
Thanks, Alexios
ok, so two components are actually returned but it is a naming issue since they have the same names and so the listing does not show them (but available by using names(model))