References
This package is considered a duplicate. The official version of this package is found at:https://markjwbecker.r-universe.dev/SteadyStateBVAR
Package: SteadyStateBVAR 0.2.0
Mark Becker
SteadyStateBVAR: Bayesian Vector Autoregressions with Steady-State Priors
Provides estimation of Bayesian vector autoregression (BVAR) models with steady-state priors via 'Stan', along with functions for unconditional and conditional forecasting, as well as impulse response analysis. For details on the steady-state BVAR model see Villani (2009) <doi:10.1002/jae.1065>.
Authors:
SteadyStateBVAR_0.2.0.tar.gz
SteadyStateBVAR_0.2.0.zip(r-4.7-x86_64)SteadyStateBVAR_0.2.0.zip(r-4.7-arm64)SteadyStateBVAR_0.2.0.zip(r-4.6-x86_64)SteadyStateBVAR_0.2.0.zip(r-4.6-arm64)
SteadyStateBVAR_0.2.0.tar.gz(r-4.7-arm64)SteadyStateBVAR_0.2.0.tar.gz(r-4.7-x86_64)SteadyStateBVAR_0.2.0.tar.gz(r-4.6-arm64)SteadyStateBVAR_0.2.0.tar.gz(r-4.6-x86_64)
SteadyStateBVAR_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
SteadyStateBVAR/json (API)
| # Install 'SteadyStateBVAR' in R: |
| install.packages('SteadyStateBVAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/markjwbecker/steadystatebvar/issues
Pkgdown/docs site:https://markjwbecker.github.io
Datasets:
- KoopKorobilis2010 - Koop and Korobilis (2010) dataset
- Villani2009 - Villani (2009) dataset
Last updated from:1868cc85f7. Checks:10 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 416 | ||
| linux-devel-x86_64 | OK | 506 | ||
| source / vignettes | OK | 780 | ||
| linux-release-arm64 | OK | 487 | ||
| linux-release-x86_64 | OK | 485 | ||
| windows-devel-arm64 | OK | 521 | ||
| windows-devel-x86_64 | OK | 510 | ||
| windows-release-arm64 | OK | 469 | ||
| windows-release-x86_64 | OK | 369 | ||
| wasm-release | OK | 345 |
Exports:bvarconditional_forecastfitforecastIRFppipriorsrestrict_betasetupsteady_state_priors_plotstochastic_volatility_plot
Dependencies:abindbackportsBHcallrcheckmateclicpp11cvardescdistributionalfarverfastICAfBasicsfGarchgbutilsgenericsggplot2gluegridExtragssgtableinlineisobandlabelinglatticelifecycleloomagrittrMASSMatrixmatrixStatsMTSmvtnormnumDerivotelpillarpkgbuildpkgconfigposteriorprocessxpsQuickJSRR6rbibutilsRColorBrewerRcppRcppEigenRcppParallelRdpackrlangrstanrstantoolsS7scalesspatialstabledistStanHeaderstensorAtibbletimeDatetimeSeriesutf8vctrsviridisLitewithr
AR(1) stochastic volatility steady-state BVAR
Last update: 2026-09-15
Started: 2026-07-24
Homoscedastic steady-state BVAR (Villani, 2009)
References
Last update: 2026-09-15
Started: 2026-07-24
Random Walk stochastic volatility steady-state BVAR (Clark, 2011)
References
Last update: 2026-09-15
Started: 2026-07-24
Steady-state BVAR models
Introduction | References
Last update: 2026-09-15
Started: 2026-09-15
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Create a steady-state BVAR model object | bvar |
| Conditional forecasts from a fitted steady-state BVAR model | conditional_forecast |
| Estimate the steady-state BVAR model using Stan | fit |
| Forecast from a fitted steady-state BVAR model | forecast |
| Impulse Response Functions for a fitted steady-state BVAR model | IRF |
| Koop and Korobilis (2010) dataset | KoopKorobilis2010 |
| Prior Probability Interval for a Normal Distribution | ppi |
| Specify priors for the steady-state BVAR model | priors |
| Restrict VAR coefficients to zero | restrict_beta |
| Set up the steady-state BVAR model | setup |
| Plot steady-state priors | steady_state_priors_plot |
| Plot stochastic volatility estimates and forecasts | stochastic_volatility_plot |
| Summarize a fitted steady-state BVAR model | summary.bvar |
| Villani (2009) dataset | Villani2009 |