Package: acpbvar
Type: Package
Title: Bayesian Structural VARs with Asymmetric Conjugate Priors
Version: 0.2.0
Authors@R: 
    person(given = "Federica",
           family = "Ursillo",
           role = c("aut", "cre"),
           email = "federica.ursillo@outlook.com")
Description: Implements Bayesian estimation of structural Vector
        Autoregressions in the asymmetric A-form of Chan (2022)
        <doi:10.3982/QE1381>, with an asymmetric Minnesota prior whose
        own-lag and cross-lag hyperparameters are selected by empirical
        Bayes via the closed-form marginal likelihood. Exact
        equation-by-equation posterior simulation in the structural
        form (independent Normal-Inverse-Gamma draws) provides
        posterior draws of the reduced-form parameters; structural
        identification through sign restrictions follows the algorithm
        of Rubio-Ramirez, Waggoner and Zha (2010)
        <doi:10.1111/j.1467-937X.2009.00578.x>. Impulse responses,
        posterior bands, and acceptance diagnostics are computed from
        the accepted draws.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.0)
Imports: stats, utils, graphics, grDevices
Suggests: bsvarSIGNs, bsvars, knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
VignetteBuilder: knitr
URL: https://github.com/ursillofederica/acpbvar
BugReports: https://github.com/ursillofederica/acpbvar/issues
Config/roxygen2/version: 8.1.1
NeedsCompilation: no
Packaged: 2026-10-31 18:50:59 UTC; root
Author: Federica Ursillo [aut, cre]
Maintainer: Federica Ursillo <federica.ursillo@outlook.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-10-31 17:49:38 UTC
RemoteUrl: https://github.com/cran/acpbvar
RemoteRef: HEAD
RemoteSha: fc260d84cb62db27f51bfee987a4febd983f5b76