bsts: Bayesian Structural Time Series
Time series regression using dynamic linear models fit using MCMC. See Scott and Varian (2014) <<a href="https://doi.org/10.1504%2FIJMMNO.2014.059942" target="_top">doi:10.1504/IJMMNO.2014.059942</a>>, among many other sources.
cran.r-project.org