Man pages for ankargren/mfbvar
Mixed-Frequency Bayesian VAR Models

build_companionBuild the companion matrix for the dynamic parameters
build_DDBuild the D matrix
build_LambdaBuild the Lambda matrix
build_M_LambdaBuild the M_tLambda matrices
build_UTemplate titel
build_Y_tildeBuild the lag-corrected data matrix
build_ZBuild the Z matrix
dmultnMultivariate normal density function
dnorminvwishNormal inverse Wishart density function
dnorm_truncTruncated multivariate normal density function
estimate_mdd_ss_1Estimate marginal data density in steady-state MF-BVAR
estimate_mfbvarMixed-frequency Bayesian VAR
eval_Pi_Sigma_RaoBlackEvaluate the conditional posterior of Pi and Sigma using...
eval_psi_MargPostEvaluate the marginal posterior of psi
fill_naFills NAs with the next non-NA value
interval_to_momentsInterval to moments
kf_raggedKalman filter and smoother
max_eig_cppFind maximum eigenvalue
mcmc_samplerMCMC sampler
mcmc_sampler.mfbvar_ssMCMC sampler for mixed-frequency BVAR
mddMarginal data density estimation
mdd.mfbvar_minnMarginal data density method for class 'mfbvar_minn'
mdd.mfbvar_ssMarginal data density method for class 'mfbvar_ss'
mdd.minnEstimate marginal data density in Minnesota MF-BVAR
mf_swedenReal-time data set.
ols_initializationInitialize Gibbs sampler using OLS
ols_piOLS functions
plot.mfbvar_minnPlotting method for class 'mfbvar_minn'
plot.mfbvar_ssPlotting method for class 'mfbvar_ss'
posterior_Pi_SigmaDraw from posterior of Pi and Sigma
posterior_psiDraw from posterior of psi
posterior_psi_meanCompute posterior moments of the steady-state parameters
predict.mfbvarPredict method for class 'mfbvar'
print.mfbvar_minnPrinting method for class mfbvar_minn
print.mfbvar_priorPrint method for mfbvar_prior
print.mfbvar_ssPrinting method for class mfbvar_ss
prior_Pi_SigmaCreate the priors for Pi and Sigma
set_priorSet priors for an mfbvar model
smootherSmooth and sample from the smoothed distribution
summary.mfbvar_minnSummary method for class 'mfbvar_minn'
summary.mfbvar_priorSummary method for mfbvar_prior
summary.mfbvar_ssSummary method for class 'mfbvar_ss'
ankargren/mfbvar documentation built on Nov. 20, 2017, 8:01 a.m.