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

eval_pred_densEvaluate the one-step ahead predictive density of a fitted...
fitted.shrinkTVPCalculate fitted historical values for an estimated TVP model
forecast_shrinkTVPDraw from posterior predictive density of a fitted TVP model
LPDSCalculate the Log Predictive Density Score for a fitted TVP...
plot.mcmc.tvpGraphical summary of posterior distribution for a...
plot.shrinkTVPGraphical summary of posterior distribution
plot.shrinkTVP_forcGraphical summary of posterior predictive density
predict.shrinkTVPCalculate predicted historical values for an estimated TVP...
print.shrinkTVPNicer printing of shrinkTVP objects
residuals.shrinkTVPCalculate residuals for an estimated TVP model
shrinkTVPMarkov Chain Monte Carlo (MCMC) for time-varying parameter...
simTVPGenerate synthetic data from a time-varying parameter model
updateTVPOne step update version of 'shrinkTVP' with minimal overhead
shrinkTVP documentation built on Nov. 10, 2020, 1:08 a.m.