Hierarchical Bayesian Vector Autoregression

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Documentation for package ‘BVAR’ version 1.0.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

BVAR-package	BVAR: Hierarchical Bayesian vector autoregression
as.mcmc.bvar	Methods for 'coda' Markov chain Monte Carlo objects
as.mcmc.bvar_chains	Methods for 'coda' Markov chain Monte Carlo objects
BVAR	BVAR: Hierarchical Bayesian vector autoregression
bvar	Hierarchical Bayesian vector autoregression
bv_alpha	Minnesota prior settings
bv_dummy	Dummy prior settings
bv_fcast	Forecast settings
bv_irf	Impulse response settings and identification
bv_lambda	Minnesota prior settings
bv_metropolis	Metropolis-Hastings settings
bv_mh	Metropolis-Hastings settings
bv_minnesota	Minnesota prior settings
bv_mn	Minnesota prior settings
bv_priors	Prior settings
bv_psi	Minnesota prior settings
bv_soc	Dummy prior settings
bv_sur	Dummy prior settings
coda	Methods for 'coda' Markov chain Monte Carlo objects
coef.bvar	Coefficient and VCOV methods for Bayesian VARs
companion	Retrieve companion matrix from a Bayesian VAR
companion.bvar	Retrieve companion matrix from a Bayesian VAR
companion.default	Retrieve companion matrix from a Bayesian VAR
density.bvar	Density methods for Bayesian VARs
fevd	Impulse response and forecast error methods for Bayesian VARs
fevd.bvar	Impulse response and forecast error methods for Bayesian VARs
fevd.default	Impulse response and forecast error methods for Bayesian VARs
fevd<-	Impulse response and forecast error methods for Bayesian VARs
fitted.bvar	Fitted and residual methods for Bayesian VARs
fred_code	FRED transformation and subset helper
fred_md	FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_qd	FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_transform	FRED transformation and subset helper
hist_decomp	Historical decomposition
hist_decomp.bvar	Historical decomposition
hist_decomp.default	Historical decomposition
independent_index	Density methods for Bayesian VARs
irf	Impulse response and forecast error methods for Bayesian VARs
irf.bvar	Impulse response and forecast error methods for Bayesian VARs
irf.default	Impulse response and forecast error methods for Bayesian VARs
irf<-	Impulse response and forecast error methods for Bayesian VARs
logLik.bvar	Log-Likelihood method for Bayesian VARs
lps	Model fit in- and out-of-sample
lps.bvar	Model fit in- and out-of-sample
lps.default	Model fit in- and out-of-sample
par_bvar	Parallel hierarchical Bayesian vector autoregression
plot.bvar	Plotting method for Bayesian VARs
plot.bvar_density	Density methods for Bayesian VARs
plot.bvar_fcast	Plotting method for Bayesian VAR predictions
plot.bvar_irf	Plotting method for Bayesian VAR impulse responses
plot.bvar_resid	Fitted and residual methods for Bayesian VARs
predict.bvar	Predict method for Bayesian VARs
predict<-	Predict method for Bayesian VARs
residuals.bvar	Fitted and residual methods for Bayesian VARs
rmse	Model fit in- and out-of-sample
rmse.bvar	Model fit in- and out-of-sample
rmse.default	Model fit in- and out-of-sample
summary.bvar	Summary method for Bayesian VARs
summary.bvar_fcast	Predict method for Bayesian VARs
summary.bvar_irf	Impulse response and forecast error methods for Bayesian VARs
vcov.bvar	Coefficient and VCOV methods for Bayesian VARs
WAIC	Widely applicable information criterion (WAIC) for Bayesian VARs
WAIC.bvar	Widely applicable information criterion (WAIC) for Bayesian VARs
WAIC.default	Widely applicable information criterion (WAIC) for Bayesian VARs