{ "_id": "6a34fd493efcd9bda43d54cd", "Package": "bayesianVARs", "Title": "MCMC Estimation of Bayesian Vectorautoregressions", "Version": "0.1.8", "Authors@R": "c(\nperson(\"Luis\", \"Gruber\", , \"Luis.Gruber@aau.at\", role = c(\"cph\", \"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0002-2399-738X\")),\nperson(\"Stefan\", \"Haan\", , \"sthaan@edu.aau.at\", role = \"aut\"),\nperson(\"Gregor\", \"Kastner\", , \"gregor.kastner@aau.at\", role = c(\"aut\", \"ths\"),\ncomment = c(ORCID = \"0000-0002-8237-8271\"))\n)", "Description": "Efficient Markov Chain Monte Carlo (MCMC) algorithms for\nthe fully Bayesian estimation of vectorautoregressions (VARs)\nfeaturing stochastic volatility (SV). Implements\nstate-of-the-art shrinkage priors following Gruber & Kastner\n(2025) . Efficient\nequation-per-equation estimation following Kastner & Huber\n(2020) and Carrerio et al. (2021)\n.", "License": "GPL (>= 3)", "URL": "https://github.com/luisgruber/bayesianVARs,\nhttps://luisgruber.github.io/bayesianVARs/", "BugReports": "https://github.com/luisgruber/bayesianVARs/issues", "VignetteBuilder": "knitr, quarto", "Config/testthat/edition": "3", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.3.3", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-19 08:21:05 UTC", "User": "root" }, "Author": "Luis Gruber [cph, aut, cre] (ORCID:\n), Stefan Haan [aut],\nGregor Kastner [aut, ths] (ORCID:\n)", "Maintainer": "Luis Gruber ", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-02-19 14:20:08 UTC", "RemoteUrl": "https://github.com/cran/bayesianVARs", "RemoteRef": "HEAD", "RemoteSha": "64d81868e89460c736e2194fe01857c619a3fefb", "MD5sum": "604607874cd6b28e0e641b4543830bd0", "_user": "cran", "_type": "src", "_file": "bayesianVARs_0.1.8.tar.gz", "_fileid": "acdc5135958dfa397013fe72f31d8a2614893fb9053d68c785b5c8b3c76a8e7a", "_filesize": 1913428, "_sha256": "acdc5135958dfa397013fe72f31d8a2614893fb9053d68c785b5c8b3c76a8e7a", "_created": "2026-06-19T08:21:05.000Z", "_published": "2026-06-19T08:26:49.496Z", "_distro": "noble", "_jobs": [ { "job": 82311893363, "time": 228, "config": "linux-devel-arm64", "r": "4.7.0", "check": "WARNING", "artifact": "7745091343" }, { "job": 82311893376, "time": 222, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "WARNING", "artifact": "7745088856" }, { "job": 82311893378, "time": 251, "config": "linux-release-arm64", "r": "4.6.0", "check": "WARNING", "artifact": "7745098434" }, { "job": 82311893358, "time": 218, "config": "linux-release-x86_64", "r": "4.6.0", "check": "WARNING", "artifact": "7745087814" }, { "job": 82310846825, "time": 423, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7745020608" }, { "job": 82311893356, "time": 130, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7745061417" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/27814050872", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/bayesianVARs", "_commit": { "id": "64d81868e89460c736e2194fe01857c619a3fefb", "author": "Luis Gruber ", "committer": "cran-robot ", "message": "version 0.1.8\n", "time": 1771510808 }, "_maintainer": { "name": "Luis Gruber", "email": "luis.gruber@aau.at", "login": "luisgruber", "orcid": "0000-0002-2399-738X", "description": "", "uuid": 71277638 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "factorstochvol", "role": "LinkingTo" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "RcppProgress", "role": "LinkingTo" }, { "package": "stochvol", "role": "LinkingTo" }, { "package": "lpSolveAPI", "role": "LinkingTo" }, { "package": "colorspace", "role": "Imports" }, { "package": "factorstochvol", "version": ">= 1.1.0", "role": "Imports" }, { "package": "GIGrvg", "version": ">= 0.7", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "MASS", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "Rcpp", "version": ">= 1.0.0", "role": "Imports" }, { "package": "scales", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "stochvol", "version": ">= 3.0.3", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "coda", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "quarto", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "lpSolveAPI", "role": "Suggests" }, { "package": "bsvarSIGNs", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [ { "week": "2026-05", "n": 1 }, { "week": "2026-08", "n": 1 } ], "_tags": [ { "name": "0.1.6", "date": "2026-01-28" }, { "name": "0.1.8", "date": "2026-02-19" } ], "_stars": 1, "_contributors": [ { "user": "luisgruber", "count": 8, "uuid": 71277638 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "followers": 610, "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 367, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/bayesianVARs" }, "_devurl": "https://github.com/luisgruber/bayesianvars", "_pkgdown": "https://luisgruber.github.io/bayesianVARs/", "_searchresults": 23, "_quarto": true, "_topics": [ "quarto", "openblas", "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/bayesianVARs.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/luisgruber/bayesianvars", "_realowner": "luisgruber", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2024-01-13" }, { "version": "0.1.1", "date": "2024-01-17" }, { "version": "0.1.2", "date": "2024-01-20" }, { "version": "0.1.3", "date": "2024-06-25" }, { "version": "0.1.4", "date": "2024-09-06" }, { "version": "0.1.5", "date": "2024-11-14" }, { "version": "0.1.6", "date": "2026-01-28" }, { "version": "0.1.8", "date": "2026-02-19" } ], "_exports": [ "bvar", "extractB0", "irf", "my_gig", "posterior_heatmap", "specify_prior_phi", "specify_prior_sigma", "specify_structural_restrictions", "stable_bvar" ], "_datasets": [ { "name": "usmacro_growth", "title": "Data from the US-economy", "object": "usmacro_growth", "class": [ "matrix", "array" ], "fields": [ "GDPC1", "PCECC96", "GPDIC1", "PRFIx", "INDPRO", "CUMFNS", "SRVPRD", "CE16OV", "AWHMAN", "PCECTPI", "GDPCTPI", "GPDICTPI", "CPIAUCSL", "CES2000000008x", "FEDFUNDS", "GS1", "GS10", "M2REAL", "EXUSUKx", "UMCSENTx", "S&P 500" ], "rows": 247, "table": true, "tojson": true } ], "_help": [ { "page": "sub-.bayesianVARs_coef", "title": "Extract or Replace Parts of a bayesianVARs_coef object", "topics": [ "[.bayesianVARs_coef" ] }, { "page": "sub-.bayesianVARs_draws", "title": "Extract or Replace Parts of a bayesianVARs_draws object", "topics": [ "[.bayesianVARs_draws" ] }, { "page": "bvar", "title": "Markov Chain Monte Carlo Sampling for Bayesian Vectorautoregressions", "topics": [ "bvar" ] }, { "page": "coef", "title": "Extract VAR coefficients", "topics": [ "coef", "coef.bayesianVARs_bvar" ] }, { "page": "extractB0", "title": "Retrieve the structural parameter \\boldsymbol{B}_0 samples from an IRF object.", "topics": [ "extractB0" ] }, { "page": "fitted.bayesianVARs_bvar", "title": "Simulate fitted/predicted historical values for an estimated VAR model", "topics": [ "fitted.bayesianVARs_bvar" ] }, { "page": "irf", "title": "Impulse response functions", "topics": [ "irf" ] }, { "page": "my_gig", "title": "Draw from generalized inverse Gaussian", "topics": [ "my_gig" ] }, { "page": "pairs_predict", "title": "Pairwise visualization of out-of-sample posterior predictive densities.", "topics": [ "pairs.bayesianVARs_predict", "pairs_predict" ] }, { "page": "plot.bayesianVARs_bvar", "title": "Plot method for bayesianVARs_bvar", "topics": [ "plot.bayesianVARs_bvar" ] }, { "page": "plot.bayesianVARs_fitted", "title": "Visualization of in-sample fit of an estimated VAR.", "topics": [ "plot.bayesianVARs_fitted" ] }, { "page": "plot.bayesianVARs_irf", "title": "Impulse Responses Plot", "topics": [ "plot.bayesianVARs_irf" ] }, { "page": "plot.bayesianVARs_predict", "title": "Fan chart", "topics": [ "plot.bayesianVARs_predict" ] }, { "page": "plot.bayesianVARs_residuals", "title": "Visualization of the residuals of an estimated VAR.", "topics": [ "plot.bayesianVARs_residuals" ] }, { "page": "posterior_heatmap", "title": "Posterior heatmaps for matrix valued parameters", "topics": [ "posterior_heatmap" ] }, { "page": "predict.bayesianVARs_bvar", "title": "Predict method for Bayesian VARs", "topics": [ "predict.bayesianVARs_bvar" ] }, { "page": "print.bayesianVARs_bvar", "title": "Pretty printing of a bvar object", "topics": [ "print.bayesianVARs_bvar" ] }, { "page": "print.bayesianVARs_predict", "title": "Print method for bayesianVARs_predict objects", "topics": [ "print.bayesianVARs_predict" ] }, { "page": "print.summary.bayesianVARs_bvar", "title": "Print method for summary.bayesianVARs_bvar objects", "topics": [ "print.summary.bayesianVARs_bvar" ] }, { "page": "print.summary.bayesianVARs_predict", "title": "Print method for summary.bayesianVARs_predict objects", "topics": [ "print.summary.bayesianVARs_predict" ] }, { "page": "residuals.bayesianVARs_bvar", "title": "Extract Model Residuals", "topics": [ "residuals.bayesianVARs_bvar" ] }, { "page": "specify_prior_phi", "title": "Specify prior on PHI", "topics": [ "specify_prior_phi" ] }, { "page": "specify_prior_sigma", "title": "Specify prior on Sigma", "topics": [ "specify_prior_sigma" ] }, { "page": "specify_structural_restrictions", "title": "Set identifying restrictions for the structural VAR parameters.", "topics": [ "specify_structural_restrictions" ] }, { "page": "stable_bvar", "title": "Stable posterior draws", "topics": [ "stable_bvar" ] }, { "page": "summary.bayesianVARs_bvar", "title": "Summary method for bayesianVARs_bvar objects", "topics": [ "summary.bayesianVARs_bvar" ] }, { "page": "summary.bayesianVARs_draws", "title": "Summary statistics for bayesianVARs posterior draws.", "topics": [ "summary.bayesianVARs_draws" ] }, { "page": "summary.bayesianVARs_predict", "title": "Summary method for bayesianVARs_predict objects", "topics": [ "summary.bayesianVARs_predict" ] }, { "page": "usmacro_growth", "title": "Data from the US-economy", "topics": [ "usmacro_growth" ] }, { "page": "vcov.bayesianVARs_bvar", "title": "Extract posterior draws of the (time-varying) variance-covariance matrix for a VAR model", "topics": [ "vcov.bayesianVARs_bvar" ] } ], "_pkglogo": "https://github.com/cran/bayesianVARs/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/cran/bayesianVARs/raw/HEAD/README.md", "_rundeps": [ "cli", "coda", "colorspace", "corrplot", "factorstochvol", "farver", "GIGrvg", "glue", "labeling", "lattice", "lifecycle", "lpSolveAPI", "MASS", "mvtnorm", "R6", "RColorBrewer", "Rcpp", "RcppArmadillo", "RcppProgress", "rlang", "scales", "stochvol", "viridisLite" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_vignettes": [ { "source": "irf-vignette.Rmd", "filename": "irf-vignette.html", "title": "Compute Impulse Response Functions to Structural Shocks using bayesianVARs", "author": "Stefan Haan^[University of Klagenfurt, mailto:sthaan@edu.aau.at]", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Usage examples", "Optimism shocks", "A Monetary SVAR", "Joint credible regions" ], "created": "2026-01-28 23:30:02", "modified": "2026-01-28 23:30:02", "commits": 1 }, { "source": "scalability-vignette.qmd", "filename": "scalability-vignette.html", "title": "Scalability of bayesianVARs", "engine": "quarto::html", "headings": [ "Factor specification", "Factor specifcation in huge dimensions", "Cholesky specification", "Empirical demonstration", "References" ], "created": "2026-01-28 23:30:02", "modified": "2026-01-28 23:30:02", "commits": 1 }, { "source": "bayesianVARs-vignette.Rmd", "filename": "bayesianVARs-vignette.html", "title": "Shrinkage Priors for Bayesian Vectorautoregressions featuring Stochastic Volatility Using the R Package bayesianVARs", "engine": "knitr::rmarkdown", "headings": [ "References" ], "created": "2024-01-14 02:43:04", "modified": "2026-01-28 23:30:02", "commits": 3 } ], "_score": 3.838849090737255, "_indexed": false, "_nocasepkg": "bayesianvars", "_universes": [ "cran" ], "_indexurl": "https://luisgruber.r-universe.dev/bayesianVARs", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.8", "date": "2026-06-19T08:24:28.000Z", "distro": "noble", "arch": "aarch64", "commit": "64d81868e89460c736e2194fe01857c619a3fefb", "fileid": "fd659ef9b31b522b5b803965674dab4e37c100e0b341060b51f0d7f27841d5e9", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cran/actions/runs/27814050872" }, { "r": "4.7.0", "os": "linux", "version": "0.1.8", "date": "2026-06-19T08:24:15.000Z", "distro": "noble", "arch": "x86_64", "commit": "64d81868e89460c736e2194fe01857c619a3fefb", "fileid": "b2a6355d33e1bc41777e58b565f619a57cc0e52690a0db8eae0216119fb60495", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cran/actions/runs/27814050872" }, { "r": "4.6.0", "os": "linux", "version": "0.1.8", "date": "2026-06-19T08:24:55.000Z", "distro": "noble", "arch": "aarch64", "commit": "64d81868e89460c736e2194fe01857c619a3fefb", "fileid": "fec2d79cda8a3bd3c83d1fe0417c8cdee405dd4a50f3856da06ae095ae952cd9", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cran/actions/runs/27814050872" }, { "r": "4.6.0", "os": "linux", "version": "0.1.8", "date": "2026-06-19T08:24:08.000Z", "distro": "noble", "arch": "x86_64", "commit": "64d81868e89460c736e2194fe01857c619a3fefb", "fileid": "0b4b89b9c674788db16ac94b1cf6c4678bc99d6302b7314f7f07c0bb3a9bf098", "status": "success", "check": "WARNING", "buildurl": "https://github.com/r-universe/cran/actions/runs/27814050872" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.8", "date": "2026-06-19T08:24:04.000Z", "arch": "emscripten", "commit": "64d81868e89460c736e2194fe01857c619a3fefb", "fileid": "10b78ab2d87218755531c13d05e0ed065cbc7c1787b1f91c86655e6c785a9a90", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/27814050872" } ] }