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bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
Getting started
Browse package contents
Package details |
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| Author | Young Geun Kim [aut, cre, cph] (<https://orcid.org/0000-0001-8651-1167>), Changryong Baek [ctb] |
| Maintainer | Young Geun Kim <ygeunkimstat@gmail.com> |
| License | GPL (>= 3) |
| Version | 2.2.2 |
| URL | https://ygeunkim.github.io/package/bvhar/ https://github.com/ygeunkim/bvhar |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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