install.packages("bsts") 
library(bsts) 
data(AirPassengers) 
y = log(AirPassengers) 
ss = AddLocalLinearTrend(list(), y) 
ss = AddSeasonal(ss, y, nseasons = 12) 
model = bsts(y, state.specification = ss, niter = 10000)

# May 7th 2016 - 21 seconds
# Iteration    0 Sat May 7 14:45:34 2016 
# Iteration 1000 Sat May 7 14:45:36 2016 
# Iteration 8000 Sat May 7 14:45:52 2016
# Iteration 9000 Sat May 7 14:45:55 2016


# April 18th 2026 - 10 seconds 
# Iteration    0 Sat Apr 18 11:18:19 2026
# Iteration 1000 Sat Apr 18 11:18:20 2026
# Iteration 8000 Sat Apr 18 11:18:27 2026
# Iteration 9000 Sat Apr 18 11:18:29 2026

# Conclusion: 10 years later, twice as fast