MinnesotaPrior: Minnesota Prior
In ConnectednessApproach: Connectedness Approach
View source: R/MinnesotaPrior.R
MinnesotaPrior R Documentation
Minnesota Prior
Description
Get Minnesota Prior
Usage
MinnesotaPrior(gamma = 0.1, k, nlag)
Arguments
gamma
Diagonal value of variance-covariance matrix
k
Number of series
nlag
Lag length
Value
Get Minnesota Prior
Author(s)
David Gabauer
References
Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Now Publishers Inc.
Examples
prior = MinnesotaPrior(0.1, k=4, nlag=1)
ConnectednessApproach documentation built on Aug. 31, 2022, 5:05 p.m.
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.
View source: R/MinnesotaPrior.R
| MinnesotaPrior | R Documentation |
Minnesota Prior
Description
Get Minnesota Prior
Usage
MinnesotaPrior(gamma = 0.1, k, nlag)
Arguments
gamma |
Diagonal value of variance-covariance matrix |
k |
Number of series |
nlag |
Lag length |
Value
Get Minnesota Prior
Author(s)
David Gabauer
References
Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Now Publishers Inc.
Examples
prior = MinnesotaPrior(0.1, k=4, 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.