AICc                    Computes posterior sample of the point wise
                        corrected AIC method from a 'varstan' object
Holt                    A constructor for a Holt trend state-space
                        model.
Hw                      A constructor for a Holt-Winters state-space
                        model.
LKJ                     Define a LKJ matrix prior distribution
LocalLevel              A constructor for local level state-space
                        model.
SVM                     Constructor of an Stochastic volatility model
                        object
Sarima                  Constructor a Multiplicative Seasonal ARIMA
                        model.
aic                     Computes posterior sample of the point wise AIC
                        method from a 'varstan' object
air                     Air Transport Passengers Australia
as.stan                 Convert to a stanfit object.
aust                    International Tourists to Australia: Total
                        visitor nights.
auto.sarima             Automatic estimate of a Seasonal ARIMA model
autoplot.ts             Automatically create a ggplot for time series
                        objects.
autoplot.varstan        autoplot methods for varstan models.
bayes_factor.varstan    Bayes Factors from Marginal Likelihoods.
bayesforecast-package   Bayesian Time Series Modeling with 'Stan'.
beta                    Define a beta prior distribution
bic                     Computes posterior sample of the pointwise BIC
                        method from a varstan object
birth                   U.S. Monthly Live Births.
bridge_sampler.varstan
                        Log Marginal Likelihood via Bridge Sampling.
cauchy                  Define a Cauchy prior distribution
check_residuals         Visual check of residuals in a 'varstan'
                        object.
chisq                   Define a chi square prior distribution
demgbp                  DEM/GBP exchange rate log-returns
exponential             Define an exponential prior distribution
extract_stan            Extract chains of an 'stanfit' object
                        implemented in 'rstan' package
fitted.varstan          Expected Values of the Posterior Predictive
                        Distribution
forecast.varstan        Forecasting 'varstan' objects.
fourier                 Fourier terms for modeling seasonality.
gamma                   Define a gamma prior distribution
garch                   A constructor for a GARCH(s,k,h) model.
get_parameters          Get parameters of a 'varstan' object.
get_prior               Get the prior distribution of a model parameter
ggacf                   'acf' plot
gghist                  Histogram with optional normal density
                        functions
ggnorm                  'qqplot' with normal 'qqline'
ggpacf                  'pacf' plot.
inverse.chisq           Define an inverse gamma prior distribution
inverse.gamma           Define an inverse gamma prior distribution
ipc                     Monthly inflation coefficients from 1980-2018.
jeffrey                 Define a non informative Jeffrey's prior for
                        the degree freedom hyper parameter
laplace                 Define a Laplace prior distribution
log_lik.varstan         Extract posterior sample of the point wise
                        log-likelihood from a 'varstan' object.
loglik                  Extract posterior sample of the accumulated
                        log-likelihood from a 'varstan' object
loo.varstan             Leave-one-out cross-validation
mcmc_plot.varstan       MCMC Plots Implemented in 'bayesplot'
model                   Print the defined model of a 'varstan' object.
naive                   Naive and Random Walk models.
normal                  Define a normal prior distribution
oildata                 Annual oil production in Saudi Arabia
plot.varstan            plot methods for varstan models.
posterior_epred.varstan
                        Expected Values of the Posterior Predictive
                        Distribution
posterior_interval      Posterior uncertainty intervals
posterior_predict.varstan
                        Draw from posterior predictive h steps ahead
                        distribution
predictive_error.varstan
                        Out-of-sample predictive errors
print.Holt              Prints a Holt model.
print.Hw                Print a Holt-Winter model
print.LocalLevel        Print a Local Level model
print.SVM               Print a Stochastic Volatility model
print.Sarima            Print a 'Sarima' model.
print.garch             Print a 'garch' model
print.naive             Print a 'naive' model
print.ssm               Print a state-space model.
print.varstan           Print a 'varstan' object
prior_summary.varstan   Generic function for extracting information
                        about prior distributions
report                  Print a full report of the time series model in
                        a 'varstan' object.
residuals.varstan       Generic function and method for extract the
                        residual of a 'varstan' object
set_prior               Set a prior distribution to a model parameter.
ssm                     A constructor for a Additive linear State space
                        model.
stan_Holt               Fitting an Holt state-space model.
stan_Hw                 Fitting a Holt-Winters state-space model.
stan_LocalLevel         Fitting a Local level state-space model.
stan_SVM                Fitting a Stochastic volatility model.
stan_garch              Fitting for a GARCH(s,k,h) model.
stan_naive              Naive and Random Walk models.
stan_sarima             Fitting a Multiplicative Seasonal ARIMA model.
stan_ssm                Fitting an Additive linear State space model.
student                 Define a t student prior distribution
summary.varstan         Summary method for a 'varstan' object
uniform                 Define a uniform prior distribution
varstan                 Constructor of a 'varstan' object.
waic.varstan            Widely Applicable Information Criterion (WAIC)
