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...
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
print.shrinkTVPNicer printing of shrinkTVP objects
shrinkTVPMarkov Chain Monte Carlo (MCMC) for time-varying parameter...
simTVPGenerate synthetic data from a time-varying parameter model
shrinkTVP documentation built on Oct. 6, 2019, 5:05 p.m.