Package: bvartools
Title: Bayesian Inference of Vector Autoregressive and Error Correction
        Models
Version: 0.2.3
Date: 2023-08-23
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
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' '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: 2023-08-30 19:03:43 UTC; franz
Author: Franz X. Mohr [aut, cre] (0009-0003-8890-7781)
Maintainer: Franz X. Mohr <franz.x.mohr@outlook.com>
Repository: CRAN
Date/Publication: 2023-08-30 22:20:04 UTC
Built: R 4.3.1; x86_64-apple-darwin18.7.0; 2023-10-07 07:32:58 UTC; unix
