The 'Tidymodels' Extension for Bayesian Models

Bayesian framework for use with the 'tidymodels' ecosystem. Includes the following models: Sarima, Garch, Random walk (naive), Additive Linear State Space Models, Stochastic Volatility Models from 'bayesforecast' package, Adaptive Splines Surfaces from 'BASS' package and ETS from 'Rlgt' package.

bayesmodels

A parsnip backend for Bayesian models in the tidymodels framework.

Tutorials

• Bayesmodels and Modeltime Integration: Learn how to integrate bayesian models with the modeltime ecosystem.

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.