API for GediminasB/bayesVAR_TVP
Bayesian analysis of Vector Autoregressive Models
| Global functions | |
|---|---|
| .checkExplosive | Source code |
| .drawBeta | Source code |
| .mode.estimate | Source code |
| MinimumEntropy_weights | Man page Source code |
| bayesFAVAR_TVP | Man page Source code |
| bayesVAR | Source code |
| bayesVAR_TVP | Man page Source code |
| coef.bayesFAVAR_TVP | Source code |
| coef.bayesVAR | Source code |
| coef.bayesVAR_TVP | Source code |
| impulse.response | Man page Source code |
| impulse.response.bayesFAVAR_TVP | Man page Source code |
| impulse.response.bayesVAR_TVP | Man page Source code |
| plot.beta | Man page Source code |
| plot.beta.bayesVAR_TVP | Source code |
| plot.predictiveDensity_bayesVAR | Source code |
| predictive.density | Man page Source code |
| predictive.density.bayesFAVAR_TVP | Man page Source code |
| predictive.density.bayesVAR_TVP | Man page Source code |
| rcppDrawBeta_CC | Source code |
| rcppDrawBeta_CC2 | Source code |
| rcppDrawBeta_DK | Source code |
| rcppExpandKronecker | Source code |
| rcppIRF | Source code |
| rcppKalmanFilterSmooth | Source code |
| rcppMakeRegs | Source code |
| rcppPredictiveSim_FTVP | Source code |
| rcppPredictiveSim_TVP | Source code |
| rcppResidConstB | Source code |
| rcppRmvnorm | Source code |
| rcppSSE | Source code |
| rcppSSEmat | Source code |
| rcppZHZ | Source code |
| rcppZHy | Source code |
| rcppZHy_FAVAR | Source code |
| rcppZHy_TVP | Source code |
