Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: varstan: An R package for Bayesian analysis of structured time series
  models with Stan   varstan is an \proglang{R} package for Bayesian analysis of time series
models using \proglang{Stan}. The package offers a dynamic way to choose a
model, define priors in a wide range of distributions, check model's fit, and
forecast with the m-steps ahead predictive distribution. The users can widely
choose between implemented models such as \textit{multiplicative seasonal
ARIMA, dynamic regression, random walks, GARCH, dynamic harmonic
regressions,VARMA, stochastic Volatility Models, and generalized t-student with
unknown degree freedom GARCH models}. Every model constructor in \pkg{varstan}
defines weakly informative priors, but prior specifications can be changed in a
dynamic and flexible way, so the prior distributions reflect the parameter's
initial beliefs. For model selection, the package offers the classical
information criteria: AIC, AICc, BIC, DIC, Bayes factor. And more recent
criteria such as Widely-applicable information criteria (\textit{WAIC}), and
the Bayesian leave one out cross-validation (\textit{loo}). In addition, a
Bayesian version for automatic order selection in seasonal ARIMA and dynamic
regression models can be used as an initial step for the time series analysis.

13
The categories of this paper are: quant-ph
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The categories of this paper are: dg-ga
3
The categories of this paper are: physics
9
The categories of this paper are: nlin
27
The categories of this paper are: comp-gas
4
The categories of this paper are: cond-mat
18
The categories of this paper are: econ
6
The categories of this paper are: astro-ph
14
The categories of this paper are: math-ph
21
The categories of this paper are: adap-org
28
The categories of this paper are: alg-geom
5
The categories of this paper are: gr-qc
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The categories of this paper are: hep-lat
34
The categories of this paper are: chem-ph
10
The categories of this paper are: q-bio
26
The categories of this paper are: bayes-an