bdemeshev/bvarr: Package for Bayesian Vector Auto Regressions

The bvarr package allows estimation of some bayesian VAR models. The goal is to provide flexible well documented interface.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("bdemeshev/bvarr")
bdemeshev/bvarr documentation built on May 12, 2019, 3:40 a.m.