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NEWS.md
In shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage
Changes in Version 1.0.0
- Added ability to estimate TVP-VAR-SV under dynamic triple gamma, as described in Knaus and Frühwirth-Schnatter (2023) .
- Added functionality to calculate Log Predictive Density Score (LPDS) for an estimated model
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shrinkTVPVAR documentation built on June 8, 2025, 10:39 a.m.
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Changes in Version 1.0.0
- Added ability to estimate TVP-VAR-SV under dynamic triple gamma, as described in Knaus and Frühwirth-Schnatter (2023) .
- Added functionality to calculate Log Predictive Density Score (LPDS) for an estimated model
Try the shrinkTVPVAR package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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