BayesPrior: Bayes Prior
In ConnectednessApproach: Connectedness Approach
BayesPrior R Documentation
Bayes Prior
Description
Get Bayes prior
Usage
BayesPrior(x, size = NULL, nlag)
Arguments
x
zoo data matrix
size
Sample size used to calculate prior parameters
nlag
Lag length
Value
Get Bayes Prior
Author(s)
David Gabauer
References
Primiceri, G. E. (2005). Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies, 72(3), 821-852.
Examples
data(dy2012)
prior = BayesPrior(dy2012, nlag=1)
ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.
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| BayesPrior | R Documentation |
Bayes Prior
Description
Get Bayes prior
Usage
BayesPrior(x, size = NULL, nlag)
Arguments
x |
zoo data matrix |
size |
Sample size used to calculate prior parameters |
nlag |
Lag length |
Value
Get Bayes Prior
Author(s)
David Gabauer
References
Primiceri, G. E. (2005). Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies, 72(3), 821-852.
Examples
data(dy2012) prior = BayesPrior(dy2012, nlag=1)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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