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Bayesmodels Models Roadmap #2

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9 of 10 tasks
AlbertoAlmuinha opened this issue May 9, 2021 · 0 comments
Open
9 of 10 tasks

Bayesmodels Models Roadmap #2

AlbertoAlmuinha opened this issue May 9, 2021 · 0 comments
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enhancement New feature or request

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@AlbertoAlmuinha
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Actual Models

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

Future Models

  • Additive Regression Trees: BART package (no rJava dependencies)
@AlbertoAlmuinha AlbertoAlmuinha added the enhancement New feature or request label May 9, 2021
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@AlbertoAlmuinha