{
  "_id": "6a1002d3acfb0bcc41c7d08e",
  "Package": "bvartools",
  "Title": "Bayesian Inference of Vector Autoregressive and Error Correction\nModels",
  "Version": "0.2.4.9000",
  "Date": "2024-01-13",
  "Authors@R": "person(c(\"Franz\", \"X.\"), \"Mohr\", email = \"franz.x.mohr@outlook.com\", role = c(\"aut\",\"cre\"), comment = c(ORCiD = \"0009-0003-8890-7781\"))",
  "Description": "Assists in the set-up of algorithms for Bayesian inference\nof vector autoregressive (VAR) and error correction (VEC)\nmodels. Functions for posterior simulation, forecasting,\nimpulse response analysis and forecast error variance\ndecomposition are largely based on the introductory texts of\nChan, Koop, Poirier and Tobias (2019, ISBN: 9781108437493),\nKoop and Korobilis (2010) <doi:10.1561/0800000013> and\nLuetkepohl (2006, ISBN: 9783540262398).",
  "License": "GPL (>= 2)",
  "Encoding": "UTF-8",
  "RoxygenNote": "7.3.0",
  "URL": "https://github.com/franzmohr/bvartools",
  "BugReports": "https://github.com/franzmohr/bvartools/issues",
  "VignetteBuilder": "knitr",
  "Collate": "'RcppExports.R' 'add_priors.R' 'add_priors.bvarmodel.R'\n'add_priors.bvecmodel.R' 'add_priors.dfmodel.R' 'bvar.R'\n'bvar_fill_helper.R' 'bvarpost.R' 'bvartools-package.R'\n'bvec.R' 'bvec_to_bvar.R' 'bvecpost.R' 'data.R' 'dfm.R'\n'dfmpost.R' 'draw_posterior.R' 'draw_posterior.bvarmodel.R'\n'draw_posterior.bvecmodel.R' 'draw_posterior.dfmodel.R'\n'fevd.R' 'fevd.bvar.R' 'gen_dfm.R' 'gen_var.R' 'gen_vec.R'\n'get_regressor_names.R' 'inclusion_prior.R' 'irf.R'\n'irf.bvar.R' 'minnesota_prior.R' 'plot.bvar.R'\n'plot.bvarfevd.R' 'plot.bvarirf.R' 'plot.bvarlist.R'\n'plot.bvarprd.R' 'plot.bvec.R' 'plot.dfm.R'\n'post_normal_covar_const.R' 'post_normal_covar_tvp.R'\n'predict.bvar.R' 'summary.bvar.R' 'print.summary.bvar.R'\n'summary.bvec.R' 'print.summary.bvec.R' 'ssvs_prior.R'\n'summary.bvarlist.R' 'summary.dfm.R' 'thin.bvar.R'\n'thin.bvarlist.R' 'thin.bvec.R' 'thin.dfm.R' 'tvpribbon.R'\n'zzz.R'",
  "Repository": "https://franzmohr.r-universe.dev",
  "Date/Publication": "2024-01-14 10:01:06 UTC",
  "RemoteUrl": "https://github.com/franzmohr/bvartools",
  "RemoteRef": "HEAD",
  "RemoteSha": "1b546fea2155b0d6e8d5347493f770ffbf52547e",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-05-22 06:58:56 UTC",
    "User": "root"
  },
  "Author": "Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)",
  "Maintainer": "Franz X. Mohr <franz.x.mohr@outlook.com>",
  "MD5sum": "f5090ca3ad11651702c44fe9048ea861",
  "_user": "franzmohr",
  "_type": "src",
  "_file": "bvartools_0.2.4.9000.tar.gz",
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  "_filesize": 2288943,
  "_sha256": "be8273888267af13631ac966f21752928b49c85b7251f2d1f6526fa160e47997",
  "_created": "2026-05-22T06:58:56.000Z",
  "_published": "2026-05-22T07:16:35.527Z",
  "_distro": "noble",
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  "_buildurl": "https://github.com/r-universe/franzmohr/actions/runs/26273107680",
  "_status": "failure",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/franzmohr/bvartools",
  "_commit": {
    "id": "1b546fea2155b0d6e8d5347493f770ffbf52547e",
    "author": "Franz Mohr <franz.x.mohr@outlook.com>",
    "committer": "Franz Mohr <franz.x.mohr@outlook.com>",
    "message": "Convenience functions for covariance estimation\n",
    "time": 1705226466
  },
  "_maintainer": {
    "name": "Franz X. Mohr",
    "email": "franz.x.mohr@outlook.com",
    "login": "franzmohr",
    "description": "",
    "uuid": 8083655
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.4.0",
      "role": "Depends"
    },
    {
      "package": "coda",
      "role": "Depends"
    },
    {
      "package": "Matrix",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "role": "LinkingTo"
    },
    {
      "package": "grDevices",
      "role": "Imports"
    },
    {
      "package": "graphics",
      "role": "Imports"
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    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "parallel",
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    },
    {
      "package": "Rcpp",
      "version": ">= 1.0.12",
      "role": "Imports"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    }
  ],
  "_owner": "franzmohr",
  "_selfowned": true,
  "_usedby": 1,
  "_updates": [],
  "_tags": [],
  "_topics": [
    "bayesian",
    "bayesian-inference",
    "bayesian-var",
    "bvar",
    "bvecm",
    "gibbs-sampling",
    "mcmc",
    "vector-autoregression",
    "vector-error-correction-model",
    "openblas",
    "cpp"
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  "_stars": 34,
  "_contributors": [
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      "user": "franzmohr",
      "count": 313,
      "uuid": 8083655
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  "_userbio": {
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    "type": "user",
    "name": "Franz Mohr"
  },
  "_downloads": {
    "count": 608,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/bvartools"
  },
  "_mentions": 1,
  "_devurl": "https://github.com/franzmohr/bvartools",
  "_searchresults": 56,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/bvartools.html",
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/readme.html",
    "extra/readme.md"
  ],
  "_homeurl": "https://github.com/franzmohr/bvartools",
  "_realowner": "franzmohr",
  "_cranurl": true,
  "_releases": [
    {
      "version": "0.0.1",
      "date": "2019-06-11"
    },
    {
      "version": "0.0.2",
      "date": "2019-08-20"
    },
    {
      "version": "0.0.3",
      "date": "2020-07-23"
    },
    {
      "version": "0.1.0",
      "date": "2020-09-18"
    },
    {
      "version": "0.2.0",
      "date": "2021-04-25"
    },
    {
      "version": "0.2.1",
      "date": "2022-01-22"
    },
    {
      "version": "0.2.2",
      "date": "2023-06-12"
    },
    {
      "version": "0.2.3",
      "date": "2023-08-31"
    },
    {
      "version": "0.2.4",
      "date": "2024-01-08"
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  ],
  "_exports": [
    "add_priors",
    "add_priors.bvarmodel",
    "add_priors.bvecmodel",
    "add_priors.dfmodel",
    "bvar",
    "bvarpost",
    "bvec",
    "bvec_to_bvar",
    "bvecpost",
    "bvs",
    "covar_prepare_data",
    "covar_vector_to_matrix",
    "dfm",
    "dfmpost",
    "draw_posterior",
    "draw_posterior.bvarmodel",
    "draw_posterior.bvecmodel",
    "draw_posterior.dfmodel",
    "fevd",
    "fevd.bvar",
    "gen_dfm",
    "gen_var",
    "gen_vec",
    "inclusion_prior",
    "irf",
    "irf.bvar",
    "kalman_dk",
    "loglik_normal",
    "minnesota_prior",
    "plot.bvar",
    "plot.bvarfevd",
    "plot.bvarirf",
    "plot.bvarlist",
    "plot.bvarprd",
    "plot.bvec",
    "plot.dfm",
    "post_coint_kls",
    "post_coint_kls_sur",
    "post_gamma_measurement_variance",
    "post_gamma_state_variance",
    "post_normal",
    "post_normal_covar_const",
    "post_normal_covar_tvp",
    "post_normal_sur",
    "predict.bvar",
    "print.summary.bvar",
    "print.summary.bvec",
    "ssvs",
    "ssvs_prior",
    "stoch_vol",
    "stochvol_ksc1998",
    "stochvol_ocsn2007",
    "summary.bvar",
    "summary.bvarlist",
    "summary.bvec",
    "summary.dfm",
    "sur_const_to_tvp",
    "thin.bvar",
    "thin.bvarlist",
    "thin.bvec",
    "thin.dfm"
  ],
  "_datasets": [
    {
      "name": "bem_dfmdata",
      "title": "FRED-QD data",
      "object": "bem_dfmdata",
      "file": "bem_dfmdata.rda",
      "class": [
        "mts",
        "ts",
        "matrix"
      ],
      "fields": [
        "GDPC96",
        "PCECC96",
        "PCDGx",
        "PCESVx",
        "PCNDx",
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        "FPIx",
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        "PNFIx",
        "PRFIx",
        "A014RE1Q156NBEA",
        "GCEC96",
        "A823RL1Q225SBEA",
        "FGRECPTx",
        "SLCEx",
        "EXPGSC96",
        "IMPGSC96",
        "DPIC96",
        "OUTNFB",
        "OUTBS",
        "INDPRO",
        "IPFINAL",
        "IPCONGD",
        "IPMAT",
        "IPDMAT",
        "IPNMAT",
        "IPDCONGD",
        "IPB51110SQ",
        "IPNCONGD",
        "IPBUSEQ",
        "IPB51220SQ",
        "CUMFNS",
        "PAYEMS",
        "USPRIV",
        "MANEMP",
        "SRVPRD",
        "USGOOD",
        "DMANEMP",
        "NDMANEMP",
        "USCONS",
        "USEHS",
        "USFIRE",
        "USINFO",
        "USPBS",
        "USLAH",
        "USSERV",
        "USMINE",
        "USTPU",
        "USGOVT",
        "USTRADE",
        "USWTRADE",
        "CES9091000001",
        "CES9092000001",
        "CES9093000001",
        "CE16OV",
        "CIVPART",
        "UNRATE",
        "UNRATESTx",
        "UNRATELTx",
        "LNS14000012",
        "LNS14000025",
        "LNS14000026",
        "UEMPLT5",
        "UEMP5TO14",
        "UEMP15T26",
        "UEMP27OV",
        "LNS12032194",
        "HOABS",
        "HOANBS",
        "AWHMAN",
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        "HOUST",
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        "GPDICTPI",
        "IPDBS",
        "DGDSRG3Q086SBEA",
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        "DOTSRG3Q086SBEA",
        "CPIAUCSL",
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        "PPIFGS",
        "PPIACO",
        "PPIFCG",
        "PPIFCF",
        "PPIIDC",
        "PPIITM",
        "NAPMPRI",
        "WPU0561",
        "OILPRICEx",
        "CES2000000008x",
        "CES3000000008x",
        "COMPRNFB",
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        "FEDFUNDS",
        "TB3MS",
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        "GS1",
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        "AAA",
        "BAA",
        "BAA10YM",
        "TB6M3Mx",
        "GS1TB3Mx",
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        "NAPMII",
        "TOTRESNS",
        "NONBORRES",
        "GS5",
        "TB3SMFFM",
        "T5YFFM",
        "AAAFFM",
        "PPICRM",
        "PPICMM",
        "CPIAPPSL",
        "CPITRNSL",
        "CPIMEDSL",
        "CUSR0000SAC",
        "CUUR0000SAD",
        "CUSR0000SAS",
        "CPIULFSL",
        "CUUR0000SA0L2",
        "CUSR0000SA0L5",
        "CES0600000008",
        "DTCOLNVHFNM",
        "DTCTHFNM",
        "INVEST",
        "CLAIMSx",
        "BUSINVx",
        "ISRATIOx",
        "CONSPI",
        "CP3M",
        "COMPAPFF",
        "NIKKEI225",
        "CNCFx",
        "S.P.500",
        "S.P..indust",
        "S.P.div.yield"
      ],
      "rows": 225,
      "table": true,
      "tojson": true
    },
    {
      "name": "e1",
      "title": "West German economic time series data",
      "object": "e1",
      "file": "e1.rda",
      "class": [
        "mts",
        "ts",
        "matrix"
      ],
      "fields": [
        "invest",
        "income",
        "cons"
      ],
      "rows": 92,
      "table": true,
      "tojson": true
    },
    {
      "name": "e6",
      "title": "German interest and inflation rate data",
      "object": "e6",
      "file": "e6.rda",
      "class": [
        "mts",
        "ts",
        "matrix"
      ],
      "fields": [
        "R",
        "Dp"
      ],
      "rows": 107,
      "table": true,
      "tojson": true
    },
    {
      "name": "us_macrodata",
      "title": "US macroeconomic data",
      "object": "us_macrodata",
      "file": "us_macrodata.rda",
      "class": [
        "mts",
        "ts",
        "matrix"
      ],
      "fields": [
        "Dp",
        "u",
        "r"
      ],
      "rows": 195,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "add_priors",
      "title": "Add Priors to Bayesian Models A generic function used to generate prior specifications for a list of models. The function invokes particular methods which depend on the class of the first argument.",
      "topics": [
        "add_priors"
      ]
    },
    {
      "page": "add_priors.bvarmodel",
      "title": "Add Priors for a Vector Autoregressive Models",
      "topics": [
        "add_priors.bvarmodel"
      ]
    },
    {
      "page": "add_priors.bvecmodel",
      "title": "Add Priors for Vector Error Correction Models",
      "topics": [
        "add_priors.bvecmodel"
      ]
    },
    {
      "page": "add_priors.dfmodel",
      "title": "Add Priors to Dynamic Factor Model",
      "topics": [
        "add_priors.dfmodel"
      ]
    },
    {
      "page": "bem_dfmdata",
      "title": "FRED-QD data",
      "topics": [
        "bem_dfmdata"
      ]
    },
    {
      "page": "bvar",
      "title": "Bayesian Vector Autoregression Objects",
      "topics": [
        "bvar",
        "plot.bvar",
        "predict.bvar"
      ]
    },
    {
      "page": "bvarpost",
      "title": "Posterior Simulation for BVAR Models",
      "topics": [
        "bvarpost"
      ]
    },
    {
      "page": "bvec",
      "title": "Bayesian Vector Error Correction Objects",
      "topics": [
        "bvec",
        "plot.bvec"
      ]
    },
    {
      "page": "bvec_to_bvar",
      "title": "Transform a VEC Model to a VAR in Levels",
      "topics": [
        "bvec_to_bvar"
      ]
    },
    {
      "page": "bvecpost",
      "title": "Posterior Simulation for BVEC Models",
      "topics": [
        "bvecpost"
      ]
    },
    {
      "page": "bvs",
      "title": "Bayesian Variable Selection",
      "topics": [
        "bvs"
      ]
    },
    {
      "page": "covar_prepare_data",
      "title": "Covariance: Data Preparation",
      "topics": [
        "covar_prepare_data"
      ]
    },
    {
      "page": "covar_vector_to_matrix",
      "title": "Covariance: Vector to Matrix",
      "topics": [
        "covar_vector_to_matrix"
      ]
    },
    {
      "page": "dfm",
      "title": "Bayesian Dynamic Factor Model Objects",
      "topics": [
        "dfm",
        "plot.dfm"
      ]
    },
    {
      "page": "dfmpost",
      "title": "Posterior Simulation for Dynamic Factor Models",
      "topics": [
        "dfmpost"
      ]
    },
    {
      "page": "draw_posterior",
      "title": "Posterior Simulation",
      "topics": [
        "draw_posterior"
      ]
    },
    {
      "page": "draw_posterior.bvarmodel",
      "title": "Posterior Simulation",
      "topics": [
        "draw_posterior.bvarmodel"
      ]
    },
    {
      "page": "draw_posterior.bvecmodel",
      "title": "Posterior Simulation for Vector Error Correction Models",
      "topics": [
        "draw_posterior.bvecmodel"
      ]
    },
    {
      "page": "draw_posterior.dfmodel",
      "title": "Posterior Simulation",
      "topics": [
        "draw_posterior.dfmodel"
      ]
    },
    {
      "page": "e1",
      "title": "West German economic time series data",
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