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bayesmodels

CRAN status Total Downloads codecov Lifecycle:maturing R-CMD-check

A parsnip backend for Bayesian models in the tidymodels framework.

Tutorials

Installation

CRAN version

install.packages("bayesmodels")

Development version:

# install.packages("devtools")
devtools::install_github("AlbertoAlmuinha/bayesmodels")

Why Bayesmodels?

Bayesmodels unlocks multiple bayesian models in one framework.In addition, it allows you to integrate these models with the Modeltime and the Tidymodels ecosystems.

In a single framework you will be able to find:

  • Sarima: bayesmodels connects to the bayesforecast package.

  • Garch: bayesmodels connects to the bayesforecast package.

  • Random Walk (Naive): bayesmodels connects to the bayesforecast package.

  • State Space Model: bayesmodels connects to the bayesforecast and bsts packages.

  • Stochastic Volatility Model: bayesmodels connects to the bayesforecast package.

  • Generalized Additive Models (GAMS): bayesmodels connects to the brms package.

  • Adaptive Splines Surface: bayesmodels connects to the BASS package.

  • Exponential Smoothing: bayesmodels connects to the Rglt package.