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steve-the-bayesian
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BOOM
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.
GNU Lesser General Public License v2.1
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Distinguish between state space models with and without "sigma" parameters.
#32
steve-the-bayesian
opened
5 years ago
0
Add ordinal probit and logit models to BoomSpikeSlab
#31
steve-the-bayesian
opened
5 years ago
3
rchk errors on CRAN
#30
steve-the-bayesian
closed
5 years ago
3
Dynamic regression throws an error
#29
steve-the-bayesian
closed
5 years ago
2
Need a SetRegressionPrior function in RInterface
#28
steve-the-bayesian
opened
5 years ago
0
Add a continuous time local linear trend.
#27
steve-the-bayesian
opened
5 years ago
1
predict method does not use old.data correctly.
#26
steve-the-bayesian
opened
5 years ago
2
predict.bsts does not capture holiday information
#25
tracek
closed
5 years ago
3
Boom does not compile on Linux
#24
bandired
closed
5 years ago
2
Dynamic regression models need an option for a simpler prior.
#23
steve-the-bayesian
closed
5 years ago
1
Support the usual error distributions in dynamic intercept models.
#22
steve-the-bayesian
opened
6 years ago
0
Add a swap MH move for spike-and-slab samplers.
#21
steve-the-bayesian
closed
6 years ago
1
Fix the move constructor for virtual bases.
#20
steve-the-bayesian
opened
6 years ago
0
Spike and slab should use the Benson and Friel method for large models.
#19
steve-the-bayesian
closed
6 years ago
0
Standardized prediction errors.
#18
steve-the-bayesian
closed
6 years ago
1
Stable
#17
steve-the-bayesian
closed
6 years ago
1
PlotBstsComponents needs better support for 'components' argument
#16
steve-the-bayesian
closed
6 years ago
0
Prior Inclusion Probabilities Issue
#15
Chyvan
closed
6 years ago
2
Stable
#14
steve-the-bayesian
closed
6 years ago
1
Stable
#13
steve-the-bayesian
closed
6 years ago
0
There is an off-by-one error in the seasonal model when season duration > 1.
#12
steve-the-bayesian
closed
6 years ago
1
remove 'size' attribute from bsts state component models.
#11
steve-the-bayesian
opened
6 years ago
1
need a holiday specification defined by a list of calendar dates
#10
steve-the-bayesian
closed
6 years ago
1
Need a hierarchical regression based holiday model
#9
steve-the-bayesian
closed
6 years ago
0
Put some smarts in to BOOM's thread worker pool to determine optimal division of labor.
#8
steve-the-bayesian
opened
6 years ago
0
Need ARMA and ARIMA models
#7
steve-the-bayesian
closed
5 years ago
3
Set up BOOM to run tests upon commit.
#6
steve-the-bayesian
closed
3 years ago
2
Need a TVAR state model
#5
steve-the-bayesian
opened
6 years ago
0
Need more model diagnostics
#4
steve-the-bayesian
closed
6 years ago
1
need priors specified in terms of discount factors
#3
steve-the-bayesian
closed
4 years ago
0
Seasonal models for complex seasonality
#2
steve-the-bayesian
opened
6 years ago
0
Dynamic factor models for bsts
#1
steve-the-bayesian
closed
2 years ago
0
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