# ------------------------------------------------ # CITATION.cff file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # ------------------------------------------------ cff-version: 1.2.0 message: 'To cite package "bayesforecast" in publications use:' type: software license: GPL-2.0-only title: 'bayesforecast: Bayesian Time Series Modeling with Stan' version: 1.0.5 identifiers: - type: doi value: 10.32614/CRAN.package.bayesforecast abstract: 'Fit Bayesian time series models using ''Stan'' for full Bayesian inference. A wide range of distributions and models are supported, allowing users to fit Seasonal ARIMA, ARIMAX, Dynamic Harmonic Regression, GARCH, t-student innovation GARCH models, asymmetric GARCH, Random Walks, stochastic volatility models for univariate time series. Prior specifications are flexible and explicitly encourage users to apply prior distributions that actually reflect their beliefs. Model fit can easily be assessed and compared with typical visualization methods, information criteria such as loglik, AIC, BIC WAIC, Bayes factor and leave-one-out cross-validation methods. References: Hyndman (2017) ; Carpenter et al. (2017) .' authors: - family-names: Alonzo Matamoros given-names: Asael email: asael.alonzo@gmail.com - family-names: Cruz Torres given-names: Cristian email: cristian.cruz@unah.edu.hn preferred-citation: type: article title: 'varstan: An R Package for Bayesian time series models with Stan' authors: - family-names: Alonzo given-names: Izhar Asael - family-names: Cruz given-names: Cristian journal: ARXIV Preprint year: '2020' repository: https://cran.r-universe.dev commit: 7f7a132c96b92027a2079e64b2b8217373435c10 date-released: '2025-06-05' contact: - family-names: Alonzo Matamoros given-names: Asael email: asael.alonzo@gmail.com