Man pages for sectorgap
Consistent Economic Trend Cycle Decomposition
| add_cycle | Add a cycle to a state space model |
| add_error | Add error to state equation |
| add_init_mat | Add initialization matrices to state space model |
| add_lag | Add lags to state equation |
| add_trend | Add a trend to a state space model |
| aggregate_gap | Output gap contributions |
| compute_gaps | Gaps of observation equations |
| compute_mcmc_results | Results for sampled parameters and states |
| compute_weights | Computes weights from sub sector data |
| data_ch | Swiss data set |
| define_ssmodel | State space model |
| draw_output_gap | Draws the parameters of the output gap.. |
| draw_trend_innovations | Draws (correlated) trend variances. |
| draw_variance_multi | Draws a variance from an inverse Wishart distribution. . |
| draw_variance_scalar | Draws a variance from an inverse Wishart distribution. |
| estimate_ssmodel | Bayesian estimation via Gibbs sampling |
| geweke_test | Geweke test for convergence |
| helper_posterior_assignment | Settings for draws from posterior |
| hpd_interval | Highest posterior density interval (HPDI) |
| hpfilter | HP filter |
| initialize_prior | Prior distribution |
| initialize_settings | Model settings |
| initialize_ss | Initializes a state space model |
| is.settings | Settings object validity check |
| matmult3d | array multiplication |
| mcmc_summary | MCMC summary statistics |
| mvrnorm | Draws from the multivariate normal distribution. |
| pct | Computes the period on period percentage change |
| plot_densities | Prior and posterior plots |
| plot.ss_fit | Plots of results |
| plot_time_series | Time series plots |
| plot_trace | Prior and posterior plots |
| postARp | Draws the parameters of an AR process (AR parameters and... |
| postARp_phi | Draws the autoregressive parameters of an AR process (AR... |
| post_regression | Draws the parameters in a regression equation with AR errors,... |
| prepate_data | Input data |
| print.prior | Print 'prior' object |
| print.settings | Print 'settings' object |
| print.ss_fit | Print 'ss_fit' object. |
| print.ss_model | Print 'ss_model' object |
| recessions_ch | Swiss recessions |
| recessions_us | US recessions |
| results_state | MCMC summary statistics for states |
| settings_to_df | Data frames with model settings |
| substr_r | Extracts last letter in string |
| transform_results | Format results |
| ts_c | Creates a constant time series with same dates and frequency... |
| update_nonlinear_constraints | Non linear constraints update |
| update_ssmodel | State space model update |
