Package: shrinkTVP 3.1.1
Peter Knaus
shrinkTVP: Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage
Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of time-varying parameter models with shrinkage priors, both dynamic and static. Details on the algorithms used are provided in Bitto and Frühwirth-Schnatter (2019) <doi:10.1016/j.jeconom.2018.11.006> and Cadonna et al. (2020) <doi:10.3390/econometrics8020020> and Knaus and Frühwirth-Schnatter (2023) <doi:10.48550/arXiv.2312.10487>. For details on the package, please see Knaus et al. (2021) <doi:10.18637/jss.v100.i13>. For the multivariate extension, see the 'shrinkTVPVAR' package.
Authors:
shrinkTVP_3.1.1.tar.gz
shrinkTVP_3.1.1.tar.gz(r-4.7-arm64)shrinkTVP_3.1.1.tar.gz(r-4.7-x86_64)shrinkTVP_3.1.1.tar.gz(r-4.6-arm64)shrinkTVP_3.1.1.tar.gz(r-4.6-x86_64)
shrinkTVP_3.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
shrinkTVP/json (API)
NEWS
| # Install 'shrinkTVP' in R: |
| install.packages('shrinkTVP', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:413fb3ad38. Checks:5 OK, 1 ERROR. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 240 | ||
| linux-devel-x86_64 | OK | 224 | ||
| source / vignettes | ERROR | 369 | ||
| linux-release-arm64 | OK | 232 | ||
| linux-release-x86_64 | OK | 227 | ||
| wasm-release | OK | 277 |
Exports:eval_pred_densforecast_shrinkTVPLPDSshrinkDTVPshrinkTVPsimTVPupdateTVP
Dependencies:codaGIGrvglatticeRcppRcppArmadilloRcppGSLRcppProgressstochvolzoo
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP
Rendered fromshrinkTVP.ltxusingR.rsp::texon Jun 07 2026.Last update: 2026-01-08
Started: 2019-08-07
