Encoding: UTF-8
Language: en-US
Package: BHSBVAR
Type: Package
Title: Structural Bayesian Vector Autoregression Models
Version: 3.1.3
Date: 2025-11-13
Authors@R: person(given = "Paul", family = "Richardson", role = c("aut", "cre"), email = "p.richardson.54391@gmail.com")
Description: 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.
License: GPL (>= 3)
Imports: Rcpp (>= 1.1.0)
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 4.4.0)
Suggests: rmarkdown, knitr, bookdown
VignetteBuilder: knitr
LazyData: true
NeedsCompilation: yes
RoxygenNote: 7.3.3
Packaged: 2026-06-12 08:19:55 UTC; root
Author: Paul Richardson [aut, cre]
Maintainer: Paul Richardson <p.richardson.54391@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2025-11-14 20:36:35 UTC
RemoteUrl: https://github.com/cran/BHSBVAR
RemoteRef: HEAD
RemoteSha: 002e31bba218497af1edb12c1744bfae356e791c