Man pages for bayesianVARs
MCMC Estimation of Bayesian Vectorautoregressions

bvarMarkov Chain Monte Carlo Sampling for Bayesian...
coefExtract VAR coefficients
fitted.bayesianVARs_bvarSimulate fitted/predicted historical values for an estimated...
my_gigDraw from generalized inverse Gaussian
pairs_predictPairwise visualization of out-of-sample posterior predictive...
plot.bayesianVARs_bvarPlot method for bayesianVARs_bvar
plot.bayesianVARs_fittedVisualization of in-sample fit of an estimated VAR.
plot.bayesianVARs_predictFan chart
posterior_heatmapPosterior heatmaps for VAR coefficients or...
predict.bayesianVARs_bvarPredict method for Bayesian VARs
print.bayesianVARs_bvarPretty printing of a bvar object
print.bayesianVARs_predictPrint method for bayesianVARs_predict objects
print.summary.bayesianVARs_bvarPrint method for summary.bayesianVARs_bvar objects
print.summary.bayesianVARs_predictPrint method for summary.bayesianVARs_predict objects
specify_prior_phiSpecify prior on PHI
specify_prior_sigmaSpecify prior on Sigma
stable_bvarStable posterior draws
sub-.bayesianVARs_coefExtract or Replace Parts of a bayesianVARs_coef object
sub-.bayesianVARs_drawsExtract or Replace Parts of a bayesianVARs_draws object
summary.bayesianVARs_bvarSummary method for bayesianVARs_bvar objects
summary.bayesianVARs_drawsSummary statistics for bayesianVARs posterior draws.
summary.bayesianVARs_predictSummary method for bayesianVARs_predict objects
usmacro_growthData from the US-economy
vcov.bayesianVARs_bvarExtract posterior draws of the (time-varying)...
bayesianVARs documentation built on April 3, 2025, 6:25 p.m.