ACKNOWLEDGEMENT | INTRODUCTION | MODEL | EXAMPLE | REFERENCES
Package: BHSBVAR 3.1.3
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:
BHSBVAR_3.1.3.tar.gz
BHSBVAR_3.1.3.tar.gz(r-4.7-arm64)BHSBVAR_3.1.3.tar.gz(r-4.7-x86_64)BHSBVAR_3.1.3.tar.gz(r-4.6-arm64)BHSBVAR_3.1.3.tar.gz(r-4.6-x86_64)
BHSBVAR_3.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
BHSBVAR/json (API)
| # Install 'BHSBVAR' in R: |
| install.packages('BHSBVAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Uses libs:
Datasets:
- USLMData - U.S. Labor Market Data
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:002e31bba2. Checks:6 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 207 | ||
| linux-devel-x86_64 | OK | 141 | ||
| source / vignettes | OK | 209 | ||
| linux-release-arm64 | OK | 144 | ||
| linux-release-x86_64 | OK | 147 | ||
| wasm-release | OK | 170 |
Exports:BH_SBVARDist_PlotsFEVDFEVD_PlotsHDHD_PlotsIRFIRF_Plots
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| BHSBVAR: Structural Bayesian Vector Autoregression Models | BHSBVAR-package BHSBVAR |
| Structural Bayesian Vector Autoregression | BH_SBVAR |
| Plot Posterior Distributions Against Priors | Dist_Plots |
| Forecast Error Variance Decompositions | FEVD |
| Plot Forecast Error Variance Decompositions | FEVD_Plots |
| Historical Decompositions | HD |
| Plot Historical Decompositions | HD_Plots |
| Impulse Responses | IRF |
| Plot Impulse Responses | IRF_Plots |
| U.S. Labor Market Data | USLMData |