{ "_id": "6acb8123fe5cc25786e90f24", "Package": "bvars", "Type": "Package", "Title": "Bayesian Forecasting with Large Vector Autoregressions", "Version": "1.1", "Date": "2026-09-07", "Authors@R": "c(person(\"Rui\", \"Liu\", , \"rl3023@columbia.edu\", role = c(\"aut\"), comment = c(ORCID = \"0009-0008-9348-8581\")),\nperson(\"Andrés\", \"Ramirez Hassan\", , \"aramir21@gmail.com\", role = c(\"aut\"), comment = c(ORCID = \"0000-0002-0467-7903\")),\nperson(\"Tomasz\", \"Woźniak\", , \"wozniak.tom@pm.me\", role = c(\"aut\", \"cre\"), comment = c(ORCID = \"0000-0003-2212-2378\")),\nperson(\"Fei\", \"Shang\",, \"sfmax2010@gmail.com\", role = c(\"ctb\"), comment = c(ORCID = \"0000-0003-1908-3275\", \"co-authored the paper by Shang, Wang, Woźniak (2026), introduced major code corrections and improvements\")),\nperson(\"Xiaolei\", \"Wang\",,\"adamwang15@gmail.com\", role = c(\"ctb\"), comment = c(ORCID = \"0009-0005-6192-9061\", \"co-authored the paper by Shang, Wang, Woźniak (2026)\")))", "Maintainer": "Tomasz Woźniak ", "Description": "Provides fast and efficient procedures for Bayesian\nestimation and forecasting using state-of-the-art Vector\nAutoregressions. This package includes the model proposed by\nShang, Wang, Woźniak (2026) and\nChan (2020) , that is, a\nBayesian Vector Autoregression with Minnesota priors and a\nflexible structure of the error term specification. The latter\nincludes: conditional multivariate normal or Student’s t\ndistributions, as well as homoskedastic or heteroskedastic\nspecifications with a common volatility modelled by centred or\nnon-centred Stochastic Volatility. Additionally, the package\nfacilitates predictive analyses using density forecasting and\nforecast-error variance decompositions. All this is\ncomplemented by simple workflows, useful plots and summary\nfunctions, and comprehensive documentation. The 'bvars' package\naligns with R packages 'bsvars' by Woźniak (2026)\n, 'bsvarSIGNs' by Wang &\nWoźniak (2026) , and\n'bpvars' by Woźniak (2026) \nregarding objects, workflows, and code structure, and they\nconstitute an integrated toolset.", "License": "GPL (>= 3)", "URL": "https://bsvars.org/bvars/", "BugReports": "https://github.com/bsvars/bvars/issues", "Encoding": "UTF-8", "LazyData": "true", "Config/roxygen2/version": "8.0.0", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-10-11 12:24:11 UTC", "User": "root" }, "Author": "Rui Liu [aut] (ORCID: ),\nAndrés Ramirez Hassan [aut] (ORCID:\n), Tomasz Woźniak [aut,\ncre] (ORCID: ), Fei\nShang [ctb] (ORCID: ,\nco-authored the paper by Shang, Wang, Woźniak (2026),\nintroduced major code corrections and improvements), Xiaolei\nWang [ctb] (ORCID: ,\nco-authored the paper by Shang, Wang, Woźniak (2026))", "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-09-07 09:00:07 UTC", "RemoteUrl": "https://github.com/cran/bvars", "RemoteRef": "HEAD", "RemoteSha": "a26a0583629f5b673d964be9c92a0997196a7003", "_user": "cran", "_type": "src", "_file": "bvars_1.1.tar.gz", "_fileid": "https://r2.ropensci.org/3c90c9778a7c41125ffed2373c6b12bdc4d357e8695d5df039a5bd9c37781aa7", "_filesize": 351379, "_sha256": "3c90c9778a7c41125ffed2373c6b12bdc4d357e8695d5df039a5bd9c37781aa7", "_expires": "2027-01-19T12:29:21.000Z", "_created": "2026-10-11T12:24:11.000Z", "_published": "2026-10-11T12:29:23.089Z", "_buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286", "_status": "success", "_host": "GitHub-Actions", "_jobs": [ { "job": 114469287860, "time": 142, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11701194303" }, { "job": 114469287887, "time": 172, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11702425213" }, { "job": 114469287843, "time": 137, "config": "linux-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11702169184" }, { "job": 114469287829, "time": 136, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11701819750" }, { "job": 114468672631, "time": 195, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "11701638315" }, { "job": 114469287813, "time": 141, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "11702079236" }, { "job": 114469287819, "time": 235, "config": "windows-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "11701914726" }, { "job": 114469287810, "time": 228, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "11702119396" }, { "job": 114469287827, "time": 217, "config": "windows-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "11701513842" }, { "job": 114469287872, "time": 161, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "11702009386" } ], "_upstream": "https://github.com/cran/bvars", "_commit": { "id": "a26a0583629f5b673d964be9c92a0997196a7003", "author": "Tomasz Woźniak ", "committer": "cran-robot ", "message": "version 1.1\n", "time": 1788771607 }, "_maintainer": { "name": "Tomasz Woźniak", "email": "wozniak.tom@pm.me", "login": "donotdespair", "mastodon": "@tomaszwozniak@fosstodon.org", "bluesky": "@tomaszwozniak.bsky.social", "linkedin": "in/tomaszwwozniak", "orcid": "0000-0003-2212-2378", "description": "A Bayesian econometrician at the University of Melbourne developing methods for empirical macro analyses, coding in R and C++. Author of R packages bsvars.org", "uuid": 78328370 }, "_distro": "resolute", "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "RcppArmadillo", "role": "Depends" }, { "package": "bsvars", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "RcppProgress", "role": "LinkingTo" }, { "package": "RcppTN", "role": "LinkingTo" }, { "package": "bsvars", "role": "LinkingTo" }, { "package": "generics", "role": "Imports" }, { "package": "Rcpp", "version": ">= 1.0.14", "role": "Imports" }, { "package": "RcppProgress", "role": "Imports" }, { "package": "RcppTN", "role": "Imports" }, { "package": "R6", "role": "Imports" }, { "package": "tinytest", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [ { "week": "2026-24", "n": 1 }, { "week": "2026-37", "n": 1 } ], "_tags": [ { "name": "1.0", "date": "2026-06-08" }, { "name": "1.1", "date": "2026-09-07" } ], "_stars": 0, "_contributors": [ { "user": "donotdespair", "count": 2, "uuid": 78328370 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "followers": 630, "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 479, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/bvars" }, "_devurl": "https://github.com/bsvars/bvars", "_pkgdown": "https://bsvars.org/bvars/", "_searchresults": 6, "_topics": [ "openblas", "cpp", "openmp" ], "_rbuild": "4.6.1", "_assets": [ "extra/bvars.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md" ], "_homeurl": "https://github.com/bsvars/bvars", "_realowner": "bsvars", "_cranurl": false, "_releases": [ { "version": "1.0", "date": "2026-06-08" }, { "version": "1.1", "date": "2026-09-08" } ], "_exports": [ "compute_shocks", "forecast", "rmatnorm1", "specify_bvar", "specify_posterior_bvar", "specify_prior_bvar", "specify_starting_values_bvar" ], "_datasets": [ { "name": "us_macro_chan", "title": "A 20-variable US macroeconomic system for the period 1959 Q4 - 2013 Q4", "object": "us_macro_chan", "class": [ "mts", "ts", "matrix", "array" ], "fields": [ "rgdp", "cpi", "FFR", "m2", "pinc", "rpce", "ip", "UR", "hs", "pci", "pce", "ahem", "mi", "TMR10Y", "rgpdi", "aetnf", "pmici", "noi", "bsro", "sp500" ], "rows": 217, "table": true, "tojson": true } ], "_help": [ { "page": "bvars-package", "title": "Bayesian Forecasting with Large Vector Autoregressions", "topics": [ "bvars-package", "bvars" ] }, { "page": "compute_fitted_values.PosteriorBVAR", "title": "Computes posterior draws from data predictive density", "topics": [ "compute_fitted_values.PosteriorBVAR" ] }, { "page": "compute_shocks", "title": "Computes posterior draws of shocks", "topics": [ "compute_shocks" ] }, { "page": "compute_shocks.PosteriorBVAR", "title": "Computes posterior draws of shocks", "topics": [ "compute_shocks.PosteriorBVAR" ] }, { "page": "compute_variance_decompositions.PosteriorBVAR", "title": "Computes posterior draws of the forecast error variance decomposition", "topics": [ "compute_variance_decompositions.PosteriorBVAR" ] }, { "page": "estimate.BVAR", "title": "Bayesian Estimation via Gibbs sampler of a Bayesian VAR with a Flexible Error Term Specification", "topics": [ "estimate.BVAR" ] }, { "page": "estimate.PosteriorBVAR", "title": "Bayesian Estimation via Gibbs sampler of a Bayesian VAR with a Flexible Error Term Specification", "topics": [ "estimate.PosteriorBVAR" ] }, { "page": "forecast.PosteriorBVAR", "title": "Forecasting using Structural Vector Autoregression", "topics": [ "forecast.PosteriorBVAR" ] }, { "page": "rmatnorm1", "title": "Samples random numbers from the matrix-variate normal distribution", "topics": [ "rmatnorm1" ] }, { "page": "specify_bvar", "title": "R6 Class representing the specification of the 'BVAR' model", "topics": [ "specify_bvar" ] }, { "page": "specify_posterior_bvar", "title": "R6 Class Representing 'PosteriorBVAR'", "topics": [ "specify_posterior_bvar" ] }, { "page": "specify_prior_bvar", "title": "R6 Class Representing 'PriorBVAR'", "topics": [ "specify_prior_bvar" ] }, { "page": "specify_starting_values_bvar", "title": "R6 Class Representing 'StartingValuesBVAR'", "topics": [ "specify_starting_values_bvar" ] }, { "page": "summary.PosteriorBVAR", "title": "Provides posterior summary of VAR estimation", "topics": [ "summary.PosteriorBVAR" ] }, { "page": "us_macro_chan", "title": "A 20-variable US macroeconomic system for the period 1959 Q4 - 2013 Q4", "topics": [ "us_macro_chan" ] } ], "_pkglogo": "https://github.com/cran/bvars/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/cran/bvars/raw/HEAD/README.md", "_rundeps": [ "bsvars", "coda", "generics", "GIGrvg", "lattice", "R6", "Rcpp", "RcppArmadillo", "RcppProgress", "RcppTN", "stochvol" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.32+ds-5", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "16-20260322-1ubuntu1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" }, { "shlib": "libgomp", "package": "libgomp1", "source": "gcc", "version": "16-20260322-1ubuntu1", "name": "openmp", "homepage": "http://gcc.gnu.org/", "description": "GCC OpenMP (GOMP) support library" } ], "_score": 2, "_indexed": false, "_nocasepkg": "bvars", "_universes": [ "cran" ], "_indexurl": "https://bsvars.r-universe.dev/bvars", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1", "date": "2026-10-11T12:26:37.000Z", "distro": "resolute", "arch": "aarch64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/df2c508477ce9557a1ccd89adc041d3084874cd4bdcd0b936012ce66fd28f1e0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.7.0", "os": "linux", "version": "1.1", "date": "2026-10-11T12:27:06.000Z", "distro": "resolute", "arch": "x86_64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/11e4a50dae9826e6097722eca94ef8a05055275f13ddb2499d728f3a0237652f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.6.1", "os": "linux", "version": "1.1", "date": "2026-10-11T12:26:34.000Z", "distro": "resolute", "arch": "aarch64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/b71036b66d53d3734c583268afdb32c91377e71dec1b15ff37aade558c7ff2fe", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.6.1", "os": "linux", "version": "1.1", "date": "2026-10-11T12:26:34.000Z", "distro": "resolute", "arch": "x86_64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/f4582c4ee03d54ccf43a5a0fc2da6dd04b1ad148d97fd4f1f2ec80a8d3c08635", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.6.0", "os": "wasm", "version": "1.1", "date": "2026-10-11T12:26:49.000Z", "arch": "emscripten", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/3cecfd5425560b399dcabe47e51e3d2e98a59de518cebf7b1be2c53d0ad2d943", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.7.0", "os": "win", "version": "1.1", "date": "2026-10-11T12:27:47.000Z", "arch": "aarch64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/0c560f98ac429159d72ea12964bf0923fd67cef76a2289387f2ade0992ddb7ed", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.7.0", "os": "win", "version": "1.1", "date": "2026-10-11T12:26:23.000Z", "arch": "x86_64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/c6e7104ffd234c65b12aa3097dfdb2b6ae22aa872ed0f3b3c8b753f49551fe02", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.6.1", "os": "win", "version": "1.1", "date": "2026-10-11T12:27:31.000Z", "arch": "aarch64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/9902c961e2f55bdcd40cd7df4c4b309a828e17fd816d9a715f248efcbe87fadc", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" }, { "r": "4.6.1", "os": "win", "version": "1.1", "date": "2026-10-11T12:25:59.000Z", "arch": "x86_64", "commit": "a26a0583629f5b673d964be9c92a0997196a7003", "fileid": "https://r2.ropensci.org/667e2bcbbf82c2b133cadf6024b23436266a915facc5fb6a5a48cdfc1b6c68a2", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/38138947286" } ] }