CODEWITHSUNDEEP
rbayesian
datar webinar
datar webinar

Reputation: 21

BSTS producing inconsistent results (in R) inspite of setting a seed

Anyone else run into this problem? The results are quite different between each model run (5% to 45%). I see that there is a fix posted on Stack Overflow (https://github.com/rvessenes/bsts), but I am unable to install the tar.gz file. I am using a Mac, btw.

Any thoughts ?

I first downloaded “bsts_0.7.1.1.tar.gz” into my :/…/Library/R/3.5/library

Then, I tried to run the following line inside RStudio.

install.packages("bsts_0.7.1.1.tar.gz", repos=NULL, tyype="source")

And yes, I do have BSTS and other dependencies installed.

I also tried type="source".

Upvotes: 2

Views: 256

Answers (1)

Akram Alyass
Akram Alyass

Reputation: 21

I have actually been going through the same problem. Removing and re-installing the actual bsts package from source seem to have fixed the seed issue. Try downloading the source file for bsts from CRAN, and then install the package

install.packages("path/bsts_0.8.0.tar.gz", repos = NULL, type = "source")

I hope this helps, but I am not sure how to fix the compilation issues for https://github.com/rvessenes/bsts.

Upvotes: 2

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