| A02mcmc | Converts A0 objects to coda MCMC objects |
| BCFdata | Subset of Data from Brandt, Colaresi, and Freeman (2008) |
| cf.forecasts | Compare VAR forecasts to each other or real data |
| decay.spec | Lag decay specification check |
| dfev | Decompositions of Forecast Error Variance (DFEV) for... |
| forc.ecdf | Empirical CDF computations for posterior forecast samples |
| forecast | Generate forecasts for fitted VAR objects |
| gibbs.A0 | Gibbs sampler for posterior of Bayesian structural vector... |
| gibbs.msbvar | Gibbs sampler for a Markov-switching Bayesian reduced form... |
| granger.test | Bivariate Granger causality testing |
| HamiltonGDP | Quarterly U.S. GDP Growth, 1952Q3-1984Q4 |
| hc.forecast | Forecast density estimation of hard condition forecasts for... |
| initialize.msbvar | Initializes the mode-finder for a Markov-switching Bayesian... |
| irf | Impulse Response Function (IRF) Computation for a VAR |
| IsraelPalestineConflict | Weekly Goldstein Scaled Israeli-Palestinian Conflict Data,... |
| ldwishart | Log density for a Wishart variate |
| list.print | Prints a list object for the VAR and BVAR models in MSBVAR |
| mae | Mean absolute error of VAR forecasts |
| mc.irf | Monte Carlo Integration / Simulation of Impulse Response... |
| mcmc.szbsvar | Gibbs sampler for coefficients of a B-SVAR model |
| mean.SS | Summary measures and plots for MS-B(S)VAR state-spaces |
| mountains | Mountain plots for summarizing forecast densities |
| msbvar | Markov-switching Bayesian reduced form vector autoregression... |
| msvar | Markov-switching vector autoregression (MSVAR) estimator |
| normalize.svar | Likelihood normalization of SVAR models |
| null.space | Find the null space of a matrix |
| plot.forc.ecdf | Plots VAR forecasts and their empirical error bands |
| plot.forecast | Plot function for forecasts |
| plot.gibbs.A0 | Plot a parameter density summary for B-SVAR A(0) objects |
| plot.irf | Plots impulse responses |
| plot.mc.irf | Plotting posteriors of Monte Carlo simulated impulse... |
| plot.ms.irf | Color plot of MSBVAR impulse response functions |
| plotregimeid | Clustering and plotting function for msbvar permuted sample... |
| posterior.fit | Estimates the marginal likelihood or log posterior... |
| print.dfev | Printing DFEV tables |
| print.posterior.fit | Print method for posterior fit measures |
| rdirichlet | Random draws from and density for Dirichlet distribution |
| reduced.form.var | Estimation of a reduced form VAR model |
| regimeSummary | Regime probability summaries and regime duration estimates... |
| restmtx | Utility function for generating the restriction matrix for... |
| rmse | Root mean squared error of a Monte Carlo / MCMC sample of... |
| rmultnorm | Multivariate Normal Random Number Generator |
| rwishart | Random deviates from a Wishart distribution |
| simulateMSAR | Simulate (univariate) Markov-switching autoregressive (MSAR)... |
| simulateMSVAR | Simulate a Markov-switching VAR (MSVAR) process |
| SS.ffbs | State-space forward-filter and backwards-sampler for a... |
| summary | Summary functions for VAR / BVAR / B-SVAR model objects |
| summary.forecast | Summary functions for forecasts obtained through VAR / BVAR /... |
| szbsvar | Structural Sims-Zha Bayesian VAR model estimation |
| szbvar | Reduced form Sims-Zha Bayesian VAR model estimation |
| SZ.prior.evaluation | Sims-Zha Bayesian VAR Prior Specification Search |
| uc.forecast | Forecast density estimation unconditional forecasts for... |
| var.lag.specification | Automated VAR lag specification testing |
