Man pages for shrinkTVPVAR
Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage
| density_plotter | Kernel density plots of posterior distribution for... |
| fitted.shrinkTVPVAR | Calculate fitted historical values for an estimated... |
| forecast_shrinkTVPVAR | Draw from posterior predictive density of a fitted TVP-VAR-SV... |
| gen_TVP_params | Generate TVP_params that can be used as input for a... |
| LPDS | Calculate the log predictive density score (LPDS) for a... |
| plot.mcmc.tvp.var | Plotting method for 'mcmc.tvp.var' objects |
| plot.mcmc.var | Plotting method for 'mcmc.var' objects |
| plot.shrinkTVPVAR | Plotting method for 'shrinkTVPVAR' objects |
| plot.shrinkTVPVAR_fit | Graphical summary of posterior distribution of fitted values... |
| plot.shrinkTVPVAR_forc | Graphical summary of posterior predictive density for... |
| print.shrinkDTVPVAR | Nicer printing of shrinkDTVPVAR objects |
| print.shrinkTVPVAR | Nicer printing of shrinkTVPVAR objects |
| shrinkDTVPVAR | Markov Chain Monte Carlo (MCMC) for TVP-VAR-SV models under... |
| shrinkTVPVAR | Markov Chain Monte Carlo (MCMC) for TVP-VAR-SV models with... |
| simTVPVAR | Generate synthetic data from a TVP-VAR-SV model |
| state_plotter | Graphical summary of posterior distribution for a... |
| TV_heatmap | Heatmap of hyperparameters of time-varying coefficient matrix... |
