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bvhar
var_bayes
var_bayes function
Fitting Bayesian VAR with Coefficient and Covariance Prior
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bvhar package
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Maintainer: Young Geun Kim
License: GPL (>= 3)
Last published: 2024-09-16
Useful links
https://github.com/ygeunkim/bvhar/issues
https://ygeunkim.github.io/package/bvhar/
https://github.com/ygeunkim/bvhar