GediminasB/bayesVAR_TVP: Bayesian analysis of Vector Autoregressive Models
R/C++ implementation of Bayes VAR models. Currently includes VAR-TVP and FAVAR-TVP.
Getting started
Browse package contents
Package details |
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| Author | Gediminas Bagdonas |
| Maintainer | Gediminas Bagdonas <gedbagdonas@gmail.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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