Fully Bayesian smooth vector autoregression

coef2df | Create a dataframe suitable for ggplot2 |

construct.spline.basis | Construct a basis of spline functions |

fit.sbVAR | Fit a smooth Bayesian vector autoregressive model |

plot.coefficient.heatmap | Plot a heatmap of autoregressive coefficients |

plot.tv.coefficients | Plot autoregressive curves as a function of time |

reconstruct.coefficients | Reconstruct coefficient trajectories |

summarize.coefficients | Posterior summary of coefficient trajectories |

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