Files in MSBVAR

Markov-Switching, Bayesian, Vector Autoregression Models

COPYING

src

src/hholder.cpp

src/myexcept.h

src/newmatnl.h

src/Makevars

src/mc_irf_bsvar.cpp

src/mc_irf_var.cpp

src/solution.h

src/postfit.cpp

src/newmat1.cpp

src/boolean.h

src/newmatnl.cpp

src/QRD.h

src/newmatio.h

src/newmat9.cpp

src/newmat8.cpp

src/A0_W.cpp

src/gibbsA0.cpp

src/cholesky.cpp

src/qSlogdmvnorm.f

src/newmat3.cpp

src/jacobi.cpp

src/ForwardFilter.f

src/ForwardFilterReg.f

src/FFBS.f

src/newmatrm.h

src/A0_W.h

src/MSBVARfun.cpp

src/irf_var_from_beta.cpp

src/irf_var.cpp

src/newmat.h

src/myexcept.cpp

src/bandmat.cpp

src/evalue.cpp

src/precisio.h

src/msbsvar_irf.cpp

src/newmat6.cpp

src/drawA0.cpp

src/qSlogdinvwish.f

src/solution.cpp

src/newmatap.h

src/newmat5.cpp

src/newmatrm.cpp

src/MSBVARcpp.h

src/newfft.cpp

src/newmat7.cpp

src/newmat2.cpp

src/sort.cpp

src/utils.f

src/fft.cpp

src/QRD.cpp

src/controlw.h

src/Makevars.win

src/init.cpp

src/norm_svar.cpp

src/submat.cpp

src/svd.cpp

src/BackwardSampler.f

src/wrapper.c

src/include.h

src/rng.cpp

src/newmatex.cpp

src/newmatrc.h

src/newmat4.cpp

src/HamiltonFilter.f

NAMESPACE

data

data/HamiltonGDP.RData

data/BCFdata.RData

data/IsraelPalestineConflict.RData

R

R/rmultnorm.R R/posterior.fit.MSBVAR.R R/gibbs.msbvar.R R/msvar.R R/null.space.R R/mountains.R R/summary.forecast.R R/dfev.R R/gibbs.A0.R R/var.lag.specification.R R/plot.gibbs.A0.R R/szbsvar.R R/rmse.R R/normalize.svar.R R/simulateMSAR.R R/rwishart.R R/posterior.fit.R R/msbvar.R R/szbvar.R R/mae.R R/forc.ecdf.R R/SS.R R/restmtx.R R/bingen.R R/irf.R R/dirichlet.R R/granger.test.R R/reduced.form.var.R R/plot.forecast.R R/forecast.R R/hidden.R R/plot.ms.irf.R R/SZ.prior.evaluation.R R/plotregimeid.R R/regimeSummary.R R/mc.irf.R R/decay.spec.R R/cf.forecasts.R R/mcmc.szbsvar.R R/zzz.R R/initialize.msbvar.R R/simulateMSVAR.R R/sanity.R

MD5

README

DESCRIPTION

man

man/granger.test.Rd man/forc.ecdf.Rd man/SZ.prior.evaluation.Rd man/decay.spec.Rd man/plot.irf.Rd man/HamiltonGDP.Rd man/plot.mc.irf.Rd man/rmse.Rd man/gibbs.msbvar.Rd man/print.dfev.Rd man/msbvar.Rd man/null.space.Rd man/irf.Rd man/rdirichlet.Rd man/szbsvar.Rd man/normalize.svar.Rd man/rmultnorm.Rd man/restmtx.Rd man/var.lag.specification.Rd man/mae.Rd man/IsraelPalestineConflict.Rd man/SS.ffbs.Rd man/ldwishart.Rd man/plot.gibbs.A0.Rd man/mc.irf.Rd man/BCFdata.Rd man/summary.forecast.Rd man/hc.forecast.Rd man/uc.forecast.Rd man/plot.forecast.Rd man/msvar.Rd man/simulateMSAR.Rd man/simulateMSVAR.Rd man/cf.forecasts.Rd man/reduced.form.var.Rd man/mean.SS.Rd man/plot.ms.irf.Rd man/mcmc.szbsvar.Rd man/list.print.Rd man/forecast.Rd man/plotregimeid.Rd man/dfev.Rd man/initialize.msbvar.Rd man/posterior.fit.Rd man/mountains.Rd man/A02mcmc.Rd man/gibbs.A0.Rd man/regimeSummary.Rd man/print.posterior.fit.Rd man/szbvar.Rd man/summary.Rd man/rwishart.Rd man/plot.forc.ecdf.Rd

LICENSE

MSBVAR documentation built on May 30, 2017, 1:23 a.m.