bvartools0.2.4 package

Summarising Bayesian VEC Coefficients

Summarising Bayesian Dynamic Factor Models

Thinning Posterior Draws

Thinning Posterior Draws

Thinning Posterior Draws

Thinning Posterior Draws

Stochastic Volatility

Stochastic Volatility

Stochastic Search Variable Selection

Summarising Bayesian VAR Coefficients

Stochastic Search Variable Selection Prior

Stochastic Volatility

Add Priors for a Vector Autoregressive Models

Add Priors for Vector Error Correction Models

Add Priors to Dynamic Factor Model

Add Priors to Bayesian ModelsA generic function used to generate prior...

Bayesian Vector Autoregression Objects

Posterior Simulation for BVAR Models

bvartools: Bayesian Inference of Vector Autoregressive and Error Corre...

Bayesian Vector Error Correction Objects

Transform a VEC Model to a VAR in Levels

Posterior Simulation for BVEC Models

Bayesian Variable Selection

Bayesian Dynamic Factor Model Objects

Posterior Simulation for Dynamic Factor Models

Posterior Simulation

Posterior Simulation for Vector Error Correction Models

Posterior Simulation

Posterior Simulation

Forecast Error Variance Decomposition

Forecast Error Variance DecompositionA generic function used to calcul...

Dynamic Factor Model Input

Vector Autoregressive Model Input

Vector Error Correction Model Input

Prior Inclusion Probabilities

Impulse Response Function

Impulse Response FunctionA generic function used to calculate impulse ...

Durbin and Koopman Simulation Smoother

Calculates the log-likelihood of a multivariate normal distribution.

Minnesota Prior

Plotting Posterior Draws of Bayesian VAR or VEC Models

Plotting Forecasts of BVAR Models

Posterior Draw for Cointegration Models

Posterior Draw for Cointegration Models

Posterior Draw from a Normal Distribution

Posterior Simulation of Error Covariance Coefficients

Posterior Simulation of Error Covariance Coefficients

Posterior Draw from a Normal Distribution

Summarising Bayesian VAR or VEC Models