GediminasB/bayesVAR_TVP: Bayesian analysis of Vector Autoregressive Models
Version 0.1.0

R/C++ implementation of Bayes VAR models. Currently includes VAR-TVP and FAVAR-TVP.

Getting started

Package details

AuthorGediminas Bagdonas
MaintainerGediminas Bagdonas <[email protected]>
LicenseGPL-3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("GediminasB/bayesVAR_TVP")
GediminasB/bayesVAR_TVP documentation built on Oct. 5, 2017, 11:15 p.m.