A Laplace library of latent time series components for Stan — local level, local linear trend, stochastic and trigonometric seasonality, stochastic volatility, and latent-Gaussian counts.
bayesian-methods bayesian-statistics local-linear-models baysian-inference stochastic-volatility local-level-model local-level-trend latent-models local-level laplace-language laplace-library trigonometric-seasonal-model latent-gaussian-counts
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Updated
Sep 18, 2026