| acidata | A monthly U.S. data covering the period from 1961I to 2022III... |
| all_pos_ints | Check whether all arguments are positive integers |
| alt_stvar | Construct a STVAR model based on results from an arbitrary... |
| bounding_const_M | Compute the bounding constant for acceptance-rejection... |
| bound_JSR | Calculate upper bound for the joint spectral radius of the... |
| bound_jsr_G | Calculate upper bound for the joint spectral radius of a set... |
| calc_gradient | Calculate gradient or Hessian matrix |
| change_parametrization | Change parametrization of a parameter vector |
| change_regime | Change the parameters of a specific regime of the given... |
| check_Bt_Cpp | Check Matrix B Invertibility with C++ (Internal Function) |
| check_constraints | Check the constraint matrix has the correct form |
| check_data | Check the data is in the correct form |
| check_exoweights | Checks whether the given exogenous transition weights for... |
| check_params | Check whether the parameter vector is in the parameter space... |
| check_pMd | Check that p, M, and d are correctly set |
| check_stvar | Checks whether the given object has class attribute 'stvar' |
| check_weightfun_pars | Check the argument 'weightfun_pars' |
| create_Fi_matrix | Create Matrix F_i |
| create_J_matrix | Create a special matrix J |
| diagnostic_plot | Residual diagnostic plot for a STVAR model |
| diag_Omegas | Simultaneously diagonalize two covariance matrices |
| estim_LS | Internal estimation function for estimating autoregressive... |
| estim_NLS | Internal estimation function for estimating autoregressive... |
| filter_estimates | Filter inappropriate the estimates produced by fitSTVAR |
| fitbsSSTVAR | Internal estimation function for estimating STVAR model when... |
| fitSSTVAR | Maximum likelihood estimation of a structural STVAR model... |
| fitSTVAR | Two-phase or three-phase (penalized) maximum likelihood... |
| format_valuef | Function factory for value formatting |
| form_boldA | Form the (dp\times dp) "bold A" matrices related to the VAR... |
| GAfit | Genetic algorithm for preliminary estimation of reduced form... |
| Gaussian_densities_const_Cpp | Calculate log multivariate Gaussian densities |
| Gaussian_densities_Cpp | Calculate log multivariate Gaussian densities |
| gdpdef | U.S. real GDP percent change and GDP implicit price deflator... |
| generate_skewed_t | Generate random samples from the skewed t-distribution |
| get_alpha_mt | Get the transition weights alpha_mt |
| get_boldA_eigens | Calculate absolute values of the eigenvalues of the "bold A"... |
| get_boldA_eigens_par | Calculate absolute values of the eigenvalues of the "bold A"... |
| get_Bt_Cpp | Calculate the impact matrix B_t for all t for models with a... |
| get_hetsked_sstvar | Switch from two-regime reduced form STVAR model to a... |
| get_IC | Calculate AIC, HQIC, and BIC |
| get_minval | Returns the default smallest allowed log-likelihood for given... |
| get_mu_yt_Cpp | Calculate the conditional means of the process |
| get_new_start | Get the new starting time of series that is forwarded some... |
| get_omega_eigens | Calculate the eigenvalues of the "Omega" error term... |
| get_omega_eigens_par | Calculate the eigenvalues of the "Omega" error term... |
| get_regime_autocovs | Calculate regimewise autocovariance matrices |
| get_regime_means | Calculate regime means mu_{m} |
| get_residuals | Calculate residuals of a smooth transition VAR |
| get_Sigmas | Calculate the dp-dimensional covariance matrices Sigma_{m,p}... |
| get_symmetric_sqrt | Calculate symmetric square root matrix of a positive definite... |
| GFEVD | Estimate generalized forecast error variance decomposition... |
| GIRF | Estimate generalized impulse response function for structural... |
| ind_skewed_t_densities_Cpp | Calculate log independent multivariate skewed t densities |
| ind_Student_densities_Cpp | Calculate log independent multivariate Student's t densities |
| in_paramspace | Determine whether the parameter vector is in the parameter... |
| iterate_more | Maximum likelihood estimation of a reduced form or structural... |
| linear_IRF | Estimate linear impulse response function based on a single... |
| loglikelihood | Log-likelihood function |
| LR_test | Perform likelihood ratio test for a STVAR model |
| mat_power | Compute the j:th power of a square matrix A |
| n_params | Calculate the number of (freely estimaed) parameters in the... |
| order_B | Reorder columns of a square matrix so that the first nonzero... |
| pick_allA | Pick all coefficient matrices |
| pick_Am | Pick coefficient matrices |
| pick_Ami | Pick coefficient matrix |
| pick_distpars | Pick distribution parameters |
| pick_lambdas | Pick the structural parameter eigenvalues 'lambdas' |
| pick_Omegas | Pick covariance matrices |
| pick_phi0 | Pick phi_{m} or mu_{m}, m=1,..,M vectors |
| pick_regime | Pick regime parameters |
| pick_W | Pick the structural parameter matrix W |
| pick_weightpars | Pick transition weight parameters |
| plot_struct_shocks | Plot structural shock time series of a STVAR model |
| Portmanteau_test | Perform adjusted Portmanteau test for a STVAR model |
| predict.stvar | Predict method for class 'stvar' objects |
| print.hypotest | Print method for the class hypotest |
| print.stvarsum | Summary print method from objects of class 'stvarsum' |
| profile_logliks | Plot profile log-likelihood functions about the estimates |
| random_coefmats | Create random VAR model (dxd) coefficient matrices A. |
| random_coefmats2 | Create random stationary VAR model (dxd) coefficient matrices... |
| random_covmat | Create random VAR model error term covariance matrix |
| random_distpars | Create random distribution parameter values |
| random_impactmat | Create random VAR model impact matrix |
| random_ind | Create random mean parametrized parameter vector |
| random_weightpars | Create random transition weight parameter values |
| Rao_test | Perform Rao's score test for a STVAR model |
| redecompose_Omegas | In the decomposition of the covariance matrices (Muirhead,... |
| reform_constrained_pars | Reform constrained parameter vector into the "standard" form |
| reform_data | Reform data |
| regime_distance | Calculate "distance" between two (scaled) regimes... |
| reorder_B_columns | Reorder columns of impact matrix B of a structural STVAR... |
| simulate_from_regime | Simulate observations from a regime of a STVAR model |
| simulate.stvar | Simulate method for class 'stvar' objects |
| skewed_t_dens | The density function of the univariate skewed t distribution |
| smart_covmat | Create random VAR model (dxd) error term covariance matrix... |
| smart_distpars | Create random distribution parameter values close to given... |
| smart_impactmat | Create a random VAR model (dxd) error impact matrix B fairly... |
| smart_ind | Create random parameter vector that is fairly close to a... |
| smart_weightpars | Create random transition weight parameter values |
| sort_impactmats | Sort and sign change the columns of the impact matrices of... |
| sort_regimes | Sort regimes in parameter vector according to transition... |
| sstvars-package | sstvars: toolkit for reduced form and structural smooth... |
| stab_conds_satisfied | Check the stability condition for each of the regimes |
| standard_errors | Calculate standard errors for estimates of a smooth... |
| stand_t_dens | The density function of the univariate t distribution with... |
| Student_densities_Cpp | Calculate log multivariate Student's t densities |
| STVAR | Create a class 'stvar' object defining a reduced form or... |
| stvar_to_sstvars110 | Update STVAR model estimated with a version of the package... |
| swap_B_signs | Swap all signs in pointed columns of the impact matrix of a... |
| swap_parametrization | Swap the parametrization of a STVAR model |
| uncond_moments | Calculate the unconditional means, variances, the first p... |
| unvec | Reverse vectorization operator |
| unvech | Reverse operator of the parsimonious vectorization operator... |
| unWvec | Reverse vectorization operator that restores zeros |
| usacpu | A monthly U.S. data covering the period from 1987:4 to... |
| usamone | A quarterly U.S. data covering the period from 1954Q3 to... |
| VAR_pcovmat | Calculate the dp-dimensional covariance matrix of p... |
| vec | Vectorization operator |
| vech | Parsimonious vectorization operator for symmetric matrices |
| Wald_test | Perform Wald test for a STVAR model |
| warn_eigens | Warn about near-unit-roots in some regimes |
| Wvec | Vectorization operator that removes zeros |
