CausalImpact using R

multithreaded.stitchfix.com_blog_20160113_market-watch

# source: http://multithreaded.stitchfix.com/blog/2016/01/13/market-watch/
# https://github.com/klarsen1/MarketMatching

# from terminal command line:
    sudo apt-get install libcurl4-openssl-dev

# from R command line:
# install CausalImpact package:

    install.packages("devtools")
    library(devtools)
    devtools::install_github("google/CausalImpact")
    library(CausalImpact)

# install dtw package:
    install.packages("dtw")
    
# install MarketMatching package

library(devtools)
install_github("google/CausalImpact")
install_github("klarsen1/MarketMatching", build_vignettes=TRUE)

# two key techniques needed to do intervention analysis: dynamic time warping and Bayesian structural time series models.