Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) and error correction (VEC) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Chan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493), Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2006, ISBN: 9783540262398).
Version: 0.2.4 Depends: R (≥ 3.4.0), coda, Matrix Imports: grDevices, graphics, methods, parallel, Rcpp (≥ 0.12.14), stats LinkingTo: Rcpp, RcppArmadillo Suggests: knitr, rmarkdown Published: 2024-01-08 DOI: 10.32614/CRAN.package.bvartools Author: Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781) Maintainer: Franz X. Mohr <franz.x.mohr at outlook.com> BugReports: https://github.com/franzmohr/bvartools/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/franzmohr/bvartools NeedsCompilation: yes Citation: bvartools citation info Materials: NEWS In views: TimeSeries CRAN checks: bvartools results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=bvartools to link to this page.
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