Package: BHSBVAR 3.1.1

Paul Richardson

BHSBVAR: Structural Bayesian Vector Autoregression Models

Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) <doi:10.3982/ECTA12356>, Baumeister and Hamilton (2017) <doi:10.3386/w24167>, and Baumeister and Hamilton (2018) <doi:10.1016/j.jmoneco.2018.06.005>. Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.

Authors:Paul Richardson

BHSBVAR_3.1.1.tar.gz
BHSBVAR_3.1.1.tar.gz(r-4.5-noble)BHSBVAR_3.1.1.tar.gz(r-4.4-noble)
BHSBVAR_3.1.1.tgz(r-4.4-emscripten)BHSBVAR_3.1.1.tgz(r-4.3-emscripten)
BHSBVAR.pdf |BHSBVAR.html
BHSBVAR/json (API)
NEWS

# Install 'BHSBVAR' in R:
install.packages('BHSBVAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascppopenmp

2.40 score 25 scripts 391 downloads 8 exports 2 dependencies

Last updated 2 years agofrom:3b616e3cf0. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 27 2024
R-4.5-linux-x86_64NOTENov 27 2024

Exports:BH_SBVARDist_PlotsFEVDFEVD_PlotsHDHD_PlotsIRFIRF_Plots

Dependencies:RcppRcppArmadillo

Structural Bayesian Vector Autoregression Models

Rendered fromBHSBVAR.Rnwusingutils::Sweaveon Nov 27 2024.

Last update: 2021-06-10
Started: 2018-11-19