Man pages for shrinkTVP
Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage
| eval_pred_dens | Evaluate the one-step ahead predictive density of a fitted... |
| fitted.shrinkTVP | Calculate fitted historical values for an estimated TVP model |
| forecast_shrinkTVP | Draw from posterior predictive density of a fitted TVP model |
| LPDS | Calculate the Log Predictive Density Score for a fitted TVP... |
| plot.mcmc.tvp | Graphical summary of posterior distribution for a... |
| plot.shrinkTVP | Graphical summary of posterior distribution |
| plot.shrinkTVP_forc | Graphical summary of posterior predictive density |
| predict.shrinkTVP | Calculate predicted historical values for an estimated TVP... |
| print.shrinkTVP | Nicer printing of shrinkTVP objects |
| residuals.shrinkTVP | Calculate residuals for an estimated TVP model |
| shrinkDTVP | Markov Chain Monte Carlo (MCMC) for time-varying parameter... |
| shrinkTVP | Markov Chain Monte Carlo (MCMC) for time-varying parameter... |
| simTVP | Generate synthetic data from a time-varying parameter model |
| updateTVP | One step update version of 'shrinkTVP' with minimal overhead |
