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  "Package": "bayesforecast",
  "Title": "Bayesian Time Series Modeling with Stan",
  "Version": "1.0.5",
  "Authors@R": "c(person(\"Asael\",\"Alonzo Matamoros\", role = c(\"aut\", \"cre\"),email = \"asael.alonzo@gmail.com\"),\nperson(\"Cristian\",\"Cruz Torres\", role = 'aut', email = \"cristian.cruz@unah.edu.hn\"),\nperson(\"Andres\", \"Dala\", role = \"ctb\",email = \"andresht6@hotmail.com\"),\nperson(\"Rob\", \"Hyndman\", email=\"Rob.Hyndman@monash.edu\", role = \"ctb\"),\nperson(\"Mitchell\", \"O'Hara-Wild\", role = \"ctb\")\n)",
  "Description": "Fit Bayesian time series models using 'Stan' for full\nBayesian inference. A wide range of distributions and models\nare supported, allowing users to fit Seasonal ARIMA, ARIMAX,\nDynamic Harmonic Regression, GARCH, t-student innovation GARCH\nmodels, asymmetric GARCH, Random Walks, stochastic volatility\nmodels for univariate time series. Prior specifications are\nflexible and explicitly encourage users to apply prior\ndistributions that actually reflect their beliefs. Model fit\ncan easily be assessed and compared with typical visualization\nmethods, information criteria such as loglik, AIC, BIC WAIC,\nBayes factor and leave-one-out cross-validation methods.\nReferences: Hyndman (2017) <doi:10.18637/jss.v027.i03>;\nCarpenter et al. (2017) <doi:10.18637/jss.v076.i01>.",
  "License": "GPL-2",
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  "Collate": "'autoplot.R' 'auto_sarima.R' 'bayes_factor.R'\n'bayesforecast-package.R' 'Birth.R' 'Fit.R' 'forecast.R'\n'garch.R' 'get_params.R' 'log_lik.R' 'Misc.R' 'model.R'\n'naive.R' 'posterior_intervals.R' 'posterior_predict.R' 'ets.R'\n'predictive_error.R' 'print.R' 'prior.R' 'report.R' 'Sarima.R'\n'summary.R' 'ssm.R' 'stanmodels.R' 'SVM.R' 'varstan.R'\n'stan_models.R'",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-05-31 06:12:53 UTC",
    "User": "root"
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  "Author": "Asael Alonzo Matamoros [aut, cre], Cristian Cruz Torres [aut],\nAndres Dala [ctb], Rob Hyndman [ctb], Mitchell O'Hara-Wild\n[ctb]",
  "Maintainer": "Asael Alonzo Matamoros <asael.alonzo@gmail.com>",
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    "Hw",
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    "inverse.gamma",
    "jeffrey",
    "laplace",
    "LKJ",
    "LocalLevel",
    "log_lik",
    "loglik",
    "loo",
    "mcmc_plot",
    "model",
    "naive",
    "normal",
    "posterior_epred",
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    "predictive_error",
    "prior_summary",
    "report",
    "Sarima",
    "set_prior",
    "ssm",
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    "stan_Holt",
    "stan_Hw",
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    "student",
    "SVM",
    "uniform",
    "varstan",
    "waic"
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      "table": false,
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      "table": false,
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      "table": false,
      "tojson": true
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      "class": [
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      "table": false,
      "tojson": true
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      "object": "oildata",
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      "table": false,
      "tojson": true
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      "title": "Bayesian Time Series Modeling with 'Stan'.",
      "topics": [
        "bayesforecast-package",
        "bayesforecast"
      ]
    },
    {
      "page": "aic",
      "title": "Computes posterior sample of the point wise AIC method from a 'varstan' object",
      "topics": [
        "aic"
      ]
    },
    {
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      "title": "Computes posterior sample of the point wise corrected AIC method from a 'varstan' object",
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    },
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      "title": "Air Transport Passengers Australia",
      "topics": [
        "air"
      ]
    },
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      "page": "as.stan",
      "title": "Convert to a stanfit object.",
      "topics": [
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      "title": "International Tourists to Australia: Total visitor nights.",
      "topics": [
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    },
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      "title": "Automatic estimate of a Seasonal ARIMA model",
      "topics": [
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        "fortify.ts"
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      "title": "autoplot methods for varstan models.",
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      "topics": [
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        "bayes_factor.varstan"
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    },
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      "title": "Define a beta prior distribution",
      "topics": [
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      ]
    },
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      "title": "Computes posterior sample of the pointwise BIC method from a varstan object",
      "topics": [
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      ]
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      "title": "U.S. Monthly Live Births.",
      "topics": [
        "birth"
      ]
    },
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      "title": "Log Marginal Likelihood via Bridge Sampling.",
      "topics": [
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        "bridge_sampler.varstan"
      ]
    },
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      "page": "cauchy",
      "title": "Define a Cauchy prior distribution",
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      "title": "Visual check of residuals in a 'varstan' object.",
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      "title": "DEM/GBP exchange rate log-returns",
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      "title": "Define an exponential prior distribution",
      "topics": [
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      "title": "Extract chains of an 'stanfit' object implemented in 'rstan' package",
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        "forecast.varstan"
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      "topics": [
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      "topics": [
        "garch"
      ]
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      "page": "get_parameters",
      "title": "Get parameters of a 'varstan' object.",
      "topics": [
        "get_parameters"
      ]
    },
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      "page": "get_prior",
      "title": "Get the prior distribution of a model parameter",
      "topics": [
        "get_prior"
      ]
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      "page": "ggacf",
      "title": "'acf' plot",
      "topics": [
        "ggacf"
      ]
    },
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      "title": "Histogram with optional normal density functions",
      "topics": [
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      "title": "'qqplot' with normal 'qqline'",
      "topics": [
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      "page": "ggpacf",
      "title": "'pacf' plot.",
      "topics": [
        "ggpacf"
      ]
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      "page": "Holt",
      "title": "A constructor for a Holt trend state-space model.",
      "topics": [
        "Holt"
      ]
    },
    {
      "page": "Hw",
      "title": "A constructor for a Holt-Winters state-space model.",
      "topics": [
        "Hw"
      ]
    },
    {
      "page": "inverse.chisq",
      "title": "Define an inverse gamma prior distribution",
      "topics": [
        "inverse.chisq"
      ]
    },
    {
      "page": "inverse.gamma",
      "title": "Define an inverse gamma prior distribution",
      "topics": [
        "inverse.gamma"
      ]
    },
    {
      "page": "ipc",
      "title": "Monthly inflation coefficients from 1980-2018.",
      "topics": [
        "ipc"
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    },
    {
      "page": "jeffrey",
      "title": "Define a non informative Jeffrey's prior for the degree freedom hyper parameter",
      "topics": [
        "jeffrey"
      ]
    },
    {
      "page": "laplace",
      "title": "Define a Laplace prior distribution",
      "topics": [
        "laplace"
      ]
    },
    {
      "page": "LKJ",
      "title": "Define a LKJ matrix prior distribution",
      "topics": [
        "LKJ"
      ]
    },
    {
      "page": "LocalLevel",
      "title": "A constructor for local level state-space model.",
      "topics": [
        "LocalLevel"
      ]
    },
    {
      "page": "log_lik.varstan",
      "title": "Extract posterior sample of the point wise log-likelihood from a 'varstan' object.",
      "topics": [
        "log_lik",
        "log_lik.varstan"
      ]
    },
    {
      "page": "loglik",
      "title": "Extract posterior sample of the accumulated log-likelihood from a 'varstan' object",
      "topics": [
        "loglik"
      ]
    },
    {
      "page": "loo.varstan",
      "title": "Leave-one-out cross-validation",
      "topics": [
        "loo",
        "loo.varstan"
      ]
    },
    {
      "page": "mcmc_plot.varstan",
      "title": "MCMC Plots Implemented in 'bayesplot'",
      "topics": [
        "mcmc_plot",
        "mcmc_plot.varstan"
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      "page": "model",
      "title": "Print the defined model of a 'varstan' object.",
      "topics": [
        "model",
        "model.Bekk",
        "model.garch",
        "model.Sarima",
        "model.SVM",
        "model.varma",
        "model.varstan"
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      "title": "Naive and Random Walk models.",
      "topics": [
        "naive"
      ]
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      "title": "Define a normal prior distribution",
      "topics": [
        "normal"
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      "title": "Annual oil production in Saudi Arabia",
      "topics": [
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      "title": "plot methods for varstan models.",
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