MCMC Estimation of Bayesian Vectorautoregressions

---

Documentation for package ‘bayesianVARs’ version 0.1.3

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

Help Pages

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