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

MD5
NEWS.md
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
src/TG_MH_step.cpp
src/Makevars.win
src/Makevars
src/DG_MH_step.cpp
src/TG_MH_step.h
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_TG_TVP.h
src/TG_sampling_functions.cpp
src/DG_log_ratio_value.h
src/DG_sampling_functions.h
src/sample_beta_McCausland.h
src/TG_log_ratio_value.h
src/exports.cpp
src/sample_TG_TVP.cpp
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/include/shrinkTVP.h
inst/doc/shrinkTVP.pdf
inst/doc/shrinkTVP.ltx
build/vignette.rds
tests/testthat.R 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/plot.mcmc.tvp.Rd man/LPDS.Rd
shrinkTVP documentation built on May 13, 2021, 5:05 p.m.