DESCRIPTION

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'