CausalImpact
Time-Series AnalyticsTime-Series Databases

CausalImpact

An R package for causal inference in time series

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This R package implements an approach to estimating the causal effect of a designed intervention on a time series. For example, how many additional daily clicks were generated by an advertising campaign? Answering a question like this can be difficult when a randomized experiment is not available. The package aims to address this difficulty using a structural Bayesian time-series model to estimate how the response metric might have evolved after the intervention if the intervention had not occurred.

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Apache-2.0
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6 months ago
R

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