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An equivalent process in "R" ?? #1

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@fdepaolis

Hello,
Would it be feasible to replicate what you have done in Python using R? I was wondering what would be a good equivalent to PyMC3 in R.
I'm giving it a try myself but want to check with you before going too far into a fruitless path (exploring RStan now, but it's too cumbersome...also looking into 'bsts').

Thank you very much
~fdp

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