Man pages for bvartools
Bayesian Inference of Vector Autoregressive and Error Correction Models
| add_priors | Add Priors to Bayesian Models A generic function used to... |
| add_priors.bvarmodel | Add Priors for a Vector Autoregressive Models |
| add_priors.bvecmodel | Add Priors for Vector Error Correction Models |
| add_priors.dfmodel | Add Priors to Dynamic Factor Model |
| bem_dfmdata | FRED-QD data |
| bvar | Bayesian Vector Autoregression Objects |
| bvarpost | Posterior Simulation for BVAR Models |
| bvartools-package | bvartools: Bayesian Inference of Vector Autoregressive and... |
| bvec | Bayesian Vector Error Correction Objects |
| bvecpost | Posterior Simulation for BVEC Models |
| bvec_to_bvar | Transform a VEC Model to a VAR in Levels |
| bvs | Bayesian Variable Selection |
| dfm | Bayesian Dynamic Factor Model Objects |
| dfmpost | Posterior Simulation for Dynamic Factor Models |
| draw_posterior | Posterior Simulation |
| draw_posterior.bvarmodel | Posterior Simulation |
| draw_posterior.bvecmodel | Posterior Simulation for Vector Error Correction Models |
| draw_posterior.dfmodel | Posterior Simulation |
| e1 | West German economic time series data |
| e6 | German interest and inflation rate data |
| fevd | Forecast Error Variance Decomposition A generic function used... |
| fevd.bvar | Forecast Error Variance Decomposition |
| gen_dfm | Dynamic Factor Model Input |
| gen_var | Vector Autoregressive Model Input |
| gen_vec | Vector Error Correction Model Input |
| inclusion_prior | Prior Inclusion Probabilities |
| irf | Impulse Response Function A generic function used to... |
| irf.bvar | Impulse Response Function |
| kalman_dk | Durbin and Koopman Simulation Smoother |
| loglik_normal | Calculates the log-likelihood of a multivariate normal... |
| minnesota_prior | Minnesota Prior |
| plot.bvarlist | Plotting Posterior Draws of Bayesian VAR or VEC Models |
| plot.bvarprd | Plotting Forecasts of BVAR Models |
| post_coint_kls | Posterior Draw for Cointegration Models |
| post_coint_kls_sur | Posterior Draw for Cointegration Models |
| post_normal | Posterior Draw from a Normal Distribution |
| post_normal_covar_const | Posterior Simulation of Error Covariance Coefficients |
| post_normal_covar_tvp | Posterior Simulation of Error Covariance Coefficients |
| post_normal_sur | Posterior Draw from a Normal Distribution |
| ssvs | Stochastic Search Variable Selection |
| ssvs_prior | Stochastic Search Variable Selection Prior |
| stoch_vol | Stochastic Volatility |
| stochvol_ksc1998 | Stochastic Volatility |
| stochvol_ocsn2007 | Stochastic Volatility |
| summary.bvar | Summarising Bayesian VAR Coefficients |
| summary.bvarlist | Summarising Bayesian VAR or VEC Models |
| summary.bvec | Summarising Bayesian VEC Coefficients |
| summary.dfm | Summarising Bayesian Dynamic Factor Models |
| thin.bvar | Thinning Posterior Draws |
| thin.bvarlist | Thinning Posterior Draws |
| thin.bvec | Thinning Posterior Draws |
| thin.dfm | Thinning Posterior Draws |
| us_macrodata | US macroeconomic data |
