Package: bvartools Title: Bayesian Inference of Vector Autoregressive and Error Correction Models Version: 0.2.4 Date: 2024-01-05 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) and Luetkepohl (2006, ISBN: 9783540262398). License: GPL (>= 2) Depends: R (>= 3.4.0), coda, Matrix Imports: grDevices, graphics, methods, parallel, Rcpp (>= 0.12.14), stats LinkingTo: Rcpp, RcppArmadillo Encoding: UTF-8 RoxygenNote: 7.2.3 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' NeedsCompilation: yes Packaged: 2024-01-08 08:34:17 UTC; franz Author: Franz X. Mohr [aut, cre] (0009-0003-8890-7781) Maintainer: Franz X. Mohr Repository: CRAN Date/Publication: 2024-01-08 12:10:02 UTC