Package: bvartools
Title: Bayesian Inference of Vector Autoregressive and Error Correction
        Models
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
        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).
License: GPL (>= 2)
Depends: R (>= 3.4.0), coda, Matrix
Imports: grDevices, graphics, methods, parallel, Rcpp (>= 1.0.12),
        stats
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
RoxygenNote: 7.3.0
URL: https://github.com/franzmohr/bvartools
BugReports: https://github.com/franzmohr/bvartools/issues
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
Collate: 'RcppExports.R' 'add_priors.R' 'add_priors.bvarmodel.R'
        'add_priors.bvecmodel.R' 'add_priors.dfmodel.R' 'bvar.R'
        'bvar_fill_helper.R' 'bvarpost.R' 'bvartools-package.R'
        'bvec.R' 'bvec_to_bvar.R' 'bvecpost.R' 'data.R' 'dfm.R'
        'dfmpost.R' 'draw_posterior.R' 'draw_posterior.bvarmodel.R'
        'draw_posterior.bvecmodel.R' 'draw_posterior.dfmodel.R'
        'fevd.R' 'fevd.bvar.R' 'gen_dfm.R' 'gen_var.R' 'gen_vec.R'
        'get_regressor_names.R' 'inclusion_prior.R' 'irf.R'
        'irf.bvar.R' 'minnesota_prior.R' 'plot.bvar.R'
        'plot.bvarfevd.R' 'plot.bvarirf.R' 'plot.bvarlist.R'
        'plot.bvarprd.R' 'plot.bvec.R' 'plot.dfm.R'
        'post_normal_covar_const.R' 'post_normal_covar_tvp.R'
        'predict.bvar.R' 'summary.bvar.R' 'print.summary.bvar.R'
        'summary.bvec.R' 'print.summary.bvec.R' 'ssvs_prior.R'
        'summary.bvarlist.R' 'summary.dfm.R' 'thin.bvar.R'
        'thin.bvarlist.R' 'thin.bvec.R' 'thin.dfm.R' 'tvpribbon.R'
        '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: 2026-06-21 07:46:58 UTC; root
Author: Franz X. Mohr [aut, cre] (ORCiD: 0009-0003-8890-7781)
Maintainer: Franz X. Mohr <franz.x.mohr@outlook.com>