Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
Version: 2.3.0 Depends: R (≥ 4.2.0) Imports: lifecycle, Rcpp, ggplot2, tidyr, tibble, dplyr, foreach, purrr, stats, optimParallel, posterior, bayesplot, utils LinkingTo: BH (≥ 1.87.0-0), Rcpp (≥ 0.10.0), RcppEigen (≥ 0.3.4.0.0), RcppSpdlog, RcppThread Suggests: covr, knitr, parallel, rmarkdown, testthat (≥ 3.0.0) Published: 2025-06-25 DOI: 10.32614/CRAN.package.bvhar Author: Young Geun Kim [aut, cre, cph], Changryong Baek [ctb] Maintainer: Young Geun Kim <ygeunkimstat at gmail.com> BugReports: https://github.com/ygeunkim/bvhar/issues License: GPL (≥ 3) URL: https://ygeunkim.github.io/package/bvhar/, https://github.com/ygeunkim/bvhar NeedsCompilation: yes Citation: bvhar citation info Materials: README NEWS CRAN checks: bvhar resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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