Package: bvartools Title: Bayesian Inference of Vector Autoregressive and Error Correction Models Version: 1.0.0 Date: 2026-09-20 Authors@R: person(c("Franz", "X."), "Mohr", email = "franz.x.mohr@outlook.com", role = c("aut","cre","cph"), comment = c(ORCID = "0009-0003-8890-7781")) Description: 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) and Luetkepohl (2006, ISBN: 9783540262398). License: GPL (>= 2) Depends: R (>= 4.0.0), coda Imports: grDevices, graphics, hdf5r, Matrix, methods, parallel, posterior (>= 1.7.0), Rcpp (>= 1.0.12), stats, utils LinkingTo: Rcpp, RcppArmadillo SystemRequirements: GNU make Encoding: UTF-8 URL: https://github.com/franzmohr/bvartools, https://franzmohr.github.io/bvartools/ BugReports: https://github.com/franzmohr/bvartools/issues Suggests: knitr, loo (>= 2.10.0), pkgload, rmarkdown, testthat (>= 3.0.0) VignetteBuilder: knitr Collate: 'RcppExports.R' 'add_dummy_variables.R' 'add_dummy_variables.bvarmodel.R' 'add_dummy_variables.bvecmodel.R' 'add_dummy_variables.expandingwindow.R' 'add_dummy_variables.modellist.R' 'add_forecast_errors.R' 'add_forecast_errors.bvarmodel.R' 'add_forecast_errors.bvecmodel.R' 'add_forecast_errors.expandingwindow.R' 'add_forecast_errors.modellist.R' 'add_forecast_input.R' 'add_forecast_input.bvarmodel.R' 'add_forecast_input.bvecmodel.R' 'add_forecast_input.expandingwindow.R' 'add_forecast_input.modellist.R' 'add_initial_values.R' 'add_initial_values.bvarmodel.R' 'add_initial_values.bvecmodel.R' 'add_initial_values.expandingwindow.R' 'add_initial_values.modellist.R' 'add_initial_values_errors.R' 'add_posterior_coefficients.R' 'add_posterior_coefficients.bvarmodel.R' 'add_posterior_coefficients.bvecmodel.R' 'add_posterior_coefficients.expandingwindow.R' 'add_posterior_coefficients.modellist.R' 'add_posterior_forecasts.R' 'add_posterior_forecasts.bvarmodel.R' 'add_posterior_forecasts.expandingwindow.R' 'add_posterior_forecasts.modellist.R' 'add_posterior_loglik.R' 'add_posterior_loglik.bvarmodel.R' 'add_posterior_loglik.bvecmodel.R' 'add_posterior_loglik.expandingwindow.R' 'add_posterior_loglik.modellist.R' 'add_predictive_loglik.R' 'add_predictive_loglik.bvarmodel.R' 'add_predictive_loglik.bvecmodel.R' 'add_prior_options.R' 'add_priors.R' 'add_priors.bvarmodel.R' 'add_priors.bvecmodel.R' 'add_priors.expandingwindow.R' 'add_priors.modellist.R' 'add_priors_checks.R' 'add_priors_sv_helper.R' 'add_seed.R' 'add_sign_restrictions.R' 'add_sign_restrictions.bvarmodel.R' 'add_sign_restrictions.expandingwindow.R' 'add_sign_restrictions.modellist.R' 'add_sign_zero_restrictions.R' 'add_sign_zero_restrictions.bvarmodel.R' 'add_sign_zero_restrictions.expandingwindow.R' 'add_sign_zero_restrictions.modellist.R' 'aggregate_forecasts.R' 'align_model_obs.R' 'align_model_obs.modellist.R' 'arias_rubio_ramirez_waggoner_2018.R' 'bayests_files.R' 'bayests_posterior.R' 'bayests_tree.R' 'bvar.R' 'bvar_fill_helper.R' 'bvartools-package.R' 'bvartools_model.R' 'bvec.R' 'chains.R' 'check_bvarpost_input.R' 'check_bvecpost_input.R' 'choose_best_model.R' 'choose_best_model.selcritlist.R' 'cointspace_prior.R' 'collect_draws.R' 'combine_models.R' 'create_bvarmodel.R' 'create_bvecmodel.R' 'create_external_forecast.R' 'data.R' 'discount_models.R' 'draw_error_bars.R' 'dummy_variables_helpers.R' 'expected_model_size.R' 'expected_model_size.bvarmodel.R' 'expected_model_size.bvecmodel.R' 'expected_model_size.expandingwindow.R' 'expected_model_size.modellist.R' 'external_forecast_methods.R' 'fevd.R' 'fevd.bvarmodel.R' 'folder_methods.R' 'forecast_plot_series.R' 'generate_artificial_helper.R' 'generate_artificial_var.R' 'generate_artificial_vec.R' 'get_forecast_errors.R' 'get_forecast_errors.bvarmodel.R' 'get_forecast_errors.bvecmodel.R' 'get_model_specifications.R' 'get_model_specifications.bvarmodel.R' 'get_model_specifications.bvecmodel.R' 'get_model_specifications.expandingwindow.R' 'get_model_specifications.selcrit.R' 'get_regressor_names.R' 'hdf5_groups.R' 'hdf5_write.R' 'historical_decomposition.R' 'iid_variables.R' 'inclusion_prior.R' 'inclusion_prior.bvarmodel.R' 'inclusion_prior.bvecmodel.R' 'irf.R' 'irf.bvarfile.R' 'irf.bvarmodel.R' 'map_models.R' 'minnesota_prior.R' 'minnesota_prior.bvarmodel.R' 'minnesota_prior.bvecmodel.R' 'minnesota_prior.modellist.R' 'multipliers.R' 'multipliers.bvarmodel.R' 'multipliers.bvecmodel.R' 'open_model.R' 'open_models.R' 'panel_constraints.R' 'parallel_models.R' 'persistence_profiles.R' 'persistence_profiles.bvarmodel.R' 'persistence_profiles.bvecmodel.R' 'persistence_profiles.modellist.R' 'plot.bvarfevd.R' 'plot.bvarirf.R' 'plot.bvarmodel.R' 'plot.bvarprd.R' 'plot.bvarprdlist.R' 'plot.bvarspillover.R' 'plot.bvecmodel.R' 'plot.expwindbvarprdlist.R' 'plot.modellist.R' 'plot.selcritlist.R' 'plot_blocks.R' 'plot_forecast_errors_by_period.R' 'plot_predictive_loglik.R' 'plot_selcrit_forecast_errors.R' 'plugin_deviance.R' 'pool_forecasts.R' 'pool_forecasts_methods.R' 'predict.bvarmodel.R' 'predict.expandingwindow.R' 'predict.modellist.R' 'prepare_forecast_input.R' 'prepare_forecast_input.bvarmodel.R' 'prepare_forecast_input.bvecmodel.R' 'print.bvarmodel.R' 'print.bvarspillover.R' 'print.bvecmodel.R' 'print.modellist.R' 'selection_criteria.R' 'print.selcrit.R' 'print.selcritlist.R' 'summary.bvarmodel.R' 'print.summary.bvarmodel.R' 'summary.bvecmodel.R' 'print.summary.bvecmodel.R' 'psis_loo.R' 'read_expanding_window_model_from_folder.R' 'read_model_from_hdf5.R' 'read_models_from_folder.R' 'rescale_error_correction.R' 'restrictions.R' 'scale_error_correction.R' 'selection_criteria.bvarmodel.R' 'selection_criteria.bvecmodel.R' 'selection_criteria.default.R' 'selection_criteria.expandingwindow.R' 'selection_criteria.externalforecast.R' 'selection_criteria.modellist.R' 'spillover.R' 'spillover.bvarmodel.R' 'spillover.expandingwindow.R' 'spillover.modellist.R' 'split_quantile_grid.R' 'ssvs_prior.R' 'ssvs_prior.bvarmodel.R' 'ssvs_prior.bvecmodel.R' 'summary.expandingwindow.R' 'summary.modellist.R' 'thin.bvarmodel.R' 'thin.bvecmodel.R' 'thin.expandingwindow.R' 'thin.modellist.R' 'time_variation_test.R' 'time_variation_test.modellist.R' 'transform_variables.R' 'use_expanding_window.R' 'use_expanding_window.bvarmodel.R' 'use_expanding_window.bvecmodel.R' 'use_expanding_window.modellist.R' 'vec_to_var.R' 'vec_to_var.bvecmodel.R' 'vec_to_var.modellist.R' 'waic.R' 'window.bvarmodel.R' 'window.bvecmodel.R' 'window.modellist.R' 'write_to_hdf5.R' 'write_to_hdf5.bvarmodel.R' 'write_to_hdf5.bvecmodel.R' 'write_to_hdf5.expandingwindow.R' 'write_to_hdf5.modellist.R' 'zzz.R' LazyData: true Config/roxygen2/version: 8.1.0 Config/testthat/edition: 3 Config/pak/sysreqs: make libhdf5-dev Repository: https://franzmohr.r-universe.dev Date/Publication: 2026-10-04 10:55:15 UTC RemoteUrl: https://github.com/franzmohr/bvartools RemoteRef: HEAD RemoteSha: 5aa5ba7e7ec975c6a451b28c915b3c485356bf72 NeedsCompilation: yes Packaged: 2026-10-04 13:31:22 UTC; root Author: Franz X. Mohr [aut, cre, cph] (ORCID: ) Maintainer: Franz X. Mohr