Files in bvhar
Bayesian Vector Heterogeneous Autoregressive Modeling
MD5
NEWS.md
README.md
NAMESPACE
DESCRIPTION
R/RcppExports.R
R/print-bvharmn.R
R/print-irf.R
R/hyperparam.R
R/print-varlse.R
R/generate-process.R
R/member.R
R/print-spillover.R
R/stable-process.R
R/bvar-minnesota.R
R/print-bvarflat.R
R/print-bvarmn.R
R/summary-bayes.R
R/tuning.R
R/spillover.R
R/varlse.R
R/summary-varlse.R
R/plot-spillover.R
R/data.R
R/print-bvharsp.R
R/simulate-param.R
R/reexports.R
R/criteria.R
R/print-vharlse.R
R/print-tuning.R
R/plot.R
R/bvhar-minnesota.R
R/irf.R
R/summary-sparse.R
R/vharlse.R
R/misc-r.R
R/forecast.R
R/var-bayes.R
R/summary-vharlse.R
R/zzz.R
R/globals.R
R/print-summarymniw.R
R/bvar-flat.R
R/print-bvharspec.R
R/bvhar-package.R
R/summary-forecast.R
R/vhar-bayes.R
R/print-forecast.R
src/Makevars.win
src/Makevars
src/mniw.cpp
src/RcppExports.cpp
src/Makevars.ucrt
src/triangular.cpp
src/utils.cpp
src/ols.cpp
inst/CITATION
inst/include/bvhar/mniw
inst/include/bvhar/spillover
inst/include/bvhar/forecast
inst/include/bvhar/triangular
inst/include/bvhar/ols
inst/include/bvhar/utils
inst/include/bvhar/src/core/common.h
inst/include/bvhar/src/core/progress.h
inst/include/bvhar/src/core/omp.h
inst/include/bvhar/src/core/spdlog.h
inst/include/bvhar/src/core/eigen.h
inst/include/bvhar/src/core/interrupt.h
inst/include/bvhar/src/core/commondefs.h
inst/include/bvhar/src/math/random.h
inst/include/bvhar/src/math/structural.h
inst/include/bvhar/src/math/design.h
inst/include/bvhar/src/ols/spillover.h
inst/include/bvhar/src/ols/ols.h
inst/include/bvhar/src/ols/forecaster.h
inst/include/bvhar/src/bayes/misc/draw.h
inst/include/bvhar/src/bayes/mniw/minnesota.h
inst/include/bvhar/src/bayes/mniw/spillover.h
inst/include/bvhar/src/bayes/mniw/forecaster.h
inst/include/bvhar/src/bayes/triangular/spillover.h
inst/include/bvhar/src/bayes/triangular/sv.h
inst/include/bvhar/src/bayes/triangular/regforecaster.h
inst/include/bvhar/src/bayes/triangular/svforecaster.h
inst/include/bvhar/src/bayes/triangular/reg.h
inst/include/bvhar/src/bayes/triangular/config.h
inst/include/bvhar/src/bayes/triangular/regspillover.h
inst/include/bvhar/src/bayes/triangular/svspillover.h
inst/include/bvhar/src/bayes/triangular/forecaster.h
inst/include/bvhar/src/bayes/triangular/triangular.h
inst/doc/minnesota.Rmd
inst/doc/forecasting.Rmd
inst/doc/shrinkage.Rmd
inst/doc/bvhar.R
inst/doc/stochastic-volatility.Rmd
inst/doc/shrinkage.html
inst/doc/minnesota.html
inst/doc/bvhar.Rmd
inst/doc/forecasting.html
inst/doc/stochastic-volatility.html
inst/doc/bvhar.html
inst/doc/forecasting.R
inst/doc/stochastic-volatility.R
inst/doc/shrinkage.R
inst/doc/minnesota.R
build/vignette.rds
build/partial.rdb
tests/testthat.R
tests/testthat/test-summary-vharlse.R
tests/testthat/test-vhar-bayes.R
tests/testthat/test-bvar-flat.R
tests/testthat/test-zzz.R
tests/testthat/test-var-bayes.R
tests/testthat/test-bvar-minnesota.R
tests/testthat/test-varlse.R
tests/testthat/test-vharlse.R
tests/testthat/test-spillover.R
tests/testthat/test-summary-forecast.R
tests/testthat/test-forecast.R
tests/testthat/test-simulate-param.R
tests/testthat/test-bvhar-minnesota.R
tests/testthat/test-generate-process.R
tests/testthat/test-criteria.R
tests/testthat/test-stable-process.R
tests/testthat/test-hyperparam.R
tests/testthat/test-summary-varlse.R
tests/testthat/test-misc-r.R
vignettes/minnesota.Rmd
vignettes/forecasting.Rmd
vignettes/shrinkage.Rmd
vignettes/stochastic-volatility.Rmd
vignettes/bvhar.Rmd
data/etf_vix.rda
data/trading_day.rda
man/divide_ts.Rd
man/set_ng.Rd
man/fitted.Rd
man/stableroot.Rd
man/autoplot.predbvhar.Rd
man/predict.Rd
man/var_bayes.Rd
man/autoplot.bvhardynsp.Rd
man/sim_iw.Rd
man/residuals.Rd
man/reexports.Rd
man/VARtoVMA.Rd
man/coef.Rd
man/conf_fdr.Rd
man/rmape.Rd
man/summary.varlse.Rd
man/conf_fnr.Rd
man/sim_vhar.Rd
man/sim_mniw.Rd
man/autoplot.bvharsp.Rd
man/conf_recall.Rd
man/var_lm.Rd
man/etf_vix.Rd
man/mase.Rd
man/set_gdp.Rd
man/autoplot.summary.normaliw.Rd
man/fromse.Rd
man/set_bvar.Rd
man/gg_loss.Rd
man/mrae.Rd
man/sim_mvt.Rd
man/alpl.Rd
man/irf.Rd
man/compute_logml.Rd
man/choose_bayes.Rd
man/mse.Rd
man/FPE.Rd
man/dynamic_spillover.Rd
man/set_ldlt.Rd
man/vhar_lm.Rd
man/autoplot.summary.bvharsp.Rd
man/summary.normaliw.Rd
man/sim_mnormal.Rd
man/rmase.Rd
man/spillover.Rd
man/conf_prec.Rd
man/bound_bvhar.Rd
man/sim_mnvhar_coef.Rd
man/relspne.Rd
man/bvhar-package.Rd
man/set_intercept.Rd
man/mae.Rd
man/relmae.Rd
man/confusion.Rd
man/autoplot.normaliw.Rd
man/vhar_bayes.Rd
man/set_lambda.Rd
man/VHARtoVMA.Rd
man/set_ssvs.Rd
man/summary.bvharsp.Rd
man/choose_bvar.Rd
man/is.stable.Rd
man/HQ.Rd
man/forecast_roll.Rd
man/financial_history_appendix.Rd
man/sim_matgaussian.Rd
man/conf_fscore.Rd
man/choose_var.Rd
man/bvhar_minnesota.Rd
man/bvar_minnesota.Rd
man/set_horseshoe.Rd
man/bvar_flat.Rd
man/sim_mncoef.Rd
man/mape.Rd
man/spne.Rd
man/set_dl.Rd
man/rmafe.Rd
man/compute_dic.Rd
man/rmsfe.Rd
man/forecast_expand.Rd
man/sim_var.Rd
man/autoplot.bvharirf.Rd
man/geom_eval.Rd
man/summary.vharlse.Rd
man/figures/lifecycle-stable.svg
man/figures/lifecycle-superseded.svg
man/figures/logo.png
man/figures/lifecycle-questioning.svg
man/figures/lifecycle-archived.svg
man/figures/lifecycle-defunct.svg
man/figures/lifecycle-experimental.svg
man/figures/lifecycle-deprecated.svg
man/figures/lifecycle-maturing.svg
