bvar |
Markov Chain Monte Carlo Sampling for Bayesian Vectorautoregressions |
coef |
Extract VAR coefficients |
coef.bayesianVARs_bvar |
Extract VAR coefficients |
fitted.bayesianVARs_bvar |
Simulate fitted/predicted historical values for an estimated VAR model |
my_gig |
Draw from generalized inverse Gaussian |
pairs.bayesianVARs_predict |
Pairwise visualization of out-of-sample posterior predictive densities. |
pairs_predict |
Pairwise visualization of out-of-sample posterior predictive densities. |
plot.bayesianVARs_bvar |
Plot method for bayesianVARs_bvar |
plot.bayesianVARs_fitted |
Visualization of in-sample fit of an estimated VAR. |
plot.bayesianVARs_predict |
Fan chart |
posterior_heatmap |
Posterior heatmaps for VAR coefficients or variance-covariance matrices |
predict.bayesianVARs_bvar |
Predict method for Bayesian VARs |
print.bayesianVARs_bvar |
Pretty printing of a bvar object |
print.bayesianVARs_predict |
Print method for bayesianVARs_predict objects |
print.summary.bayesianVARs_bvar |
Print method for summary.bayesianVARs_bvar objects |
print.summary.bayesianVARs_predict |
Print method for summary.bayesianVARs_predict objects |
specify_prior_phi |
Specify prior on PHI |
specify_prior_sigma |
Specify prior on Sigma |
stable_bvar |
Stable posterior draws |
summary.bayesianVARs_bvar |
Summary method for bayesianVARs_bvar objects |
summary.bayesianVARs_draws |
Summary statistics for bayesianVARs posterior draws. |
summary.bayesianVARs_predict |
Summary method for bayesianVARs_predict objects |
usmacro_growth |
Data from the US-economy |
vcov.bayesianVARs_bvar |
Extract posterior draws of the (time-varying) variance-covariance matrix for a VAR model |
[.bayesianVARs_coef |
Extract or Replace Parts of a bayesianVARs_coef object |
[.bayesianVARs_draws |
Extract or Replace Parts of a bayesianVARs_draws object |