Files in shrinkTVP
Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

MD5

NAMESPACE

DESCRIPTION

R/pred_funs.R R/utilities.R R/plot_functions.R R/shrinkTVP.R R/Imports.R R/simTVP.R R/shrinkTVP_methods.R R/exports.R R/shrinkDTVP.R

src/TG_MH_step.cpp

src/Makevars.win

src/Makevars

src/DG_MH_step.cpp

src/rho_p_MH_step.h

src/dyn_sampling_steps.cpp

src/TG_MH_step.h

src/shrinkDTVP.cpp

src/shrinkTVP.h

src/sample_beta_McCausland.cpp

src/common_sampling_functions.h

src/DG_sampling_functions.cpp

src/do_rgig1.h

src/do_rgig1.cpp

src/common_sampling_functions.cpp

src/sample_beta_McCausland_dyn.h

src/sample_TG_TVP.h

src/TG_sampling_functions.cpp

src/DG_log_ratio_value.h

src/sample_beta_McCausland_dyn.cpp

src/DG_sampling_functions.h

src/sample_beta_McCausland.h

src/rho_p_MH_step.cpp

src/TG_log_ratio_value.h

src/exports.cpp

src/sample_TG_TVP.cpp

src/dyn_sampling_steps.h

src/TG_sampling_functions.h

src/R_utilities.cpp

src/cpp_utilities.cpp

src/shrinkTVP.cpp

src/sample_DG_TVP.cpp

src/sample_DG_TVP.h

src/DG_log_ratio_value.cpp

src/DG_MH_step.h

src/cpp_utilities.h

src/TG_log_ratio_value.cpp

inst/CITATION

inst/include/shrinkTVP.h

inst/doc/shrinkTVP.pdf

inst/doc/shrinkTVP.ltx

build/vignette.rds

tests/testthat.R tests/testthat/test_shrinkDTVP.R tests/testthat/Rplots.pdf tests/testthat/test_shrinkTVP.R

vignettes/shrinkTVP.bib

vignettes/shrinkTVP.ltx

vignettes/figs/plot_beta.pdf vignettes/figs/plot_theta.pdf vignettes/figs/plot_beta_2.pdf vignettes/figs/plot_usmacro_theta.pdf vignettes/figs/plot_dens.pdf vignettes/figs/plot_usmacro_beta.pdf vignettes/figs/LPDS_macro.pdf man/print.shrinkTVP.Rd man/plot.shrinkTVP.Rd man/predict.shrinkTVP.Rd man/shrinkTVP.Rd man/updateTVP.Rd man/residuals.shrinkTVP.Rd man/forecast_shrinkTVP.Rd man/eval_pred_dens.Rd man/simTVP.Rd man/plot.shrinkTVP_forc.Rd man/fitted.shrinkTVP.Rd man/shrinkDTVP.Rd man/plot.mcmc.tvp.Rd man/LPDS.Rd

shrinkTVP documentation built on May 29, 2024, 7:24 a.m.

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shrinkTVP
Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

Files in shrinkTVP
Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

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shrinkTVP Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

Files in shrinkTVP Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

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We want your feedback!

shrinkTVP
Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage

Files in shrinkTVP
Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage