bvar_build_X | Build X matrix from supplied data |
bvar_build_Y | Build Y matrix from supplied data |
bvar_conj_delta | Create [m x 1] vector of deltas from delta description |
bvar_conj_dummy2hyper | Calculate hyperparameters from artificial observations |
bvar_conj_estimate | Estimate bvar conjugate model from setup |
bvar_conj_forecast | predict with conjugate Normal-Inverse-Wishart bayesian VAR... |
bvar_conj_hyper2dummy | Calculate artificial observations from hyperparameters |
bvar_conj_lambda2dummy | Create dummy observations from lambdas |
bvar_conj_lambda2hyper | Create prior hyperparameters from lambdas |
bvar_conj_mdd | Calculate log marginal data density |
bvar_conj_setup | Create model setup from lambdas |
bvar_conj_sigma2 | Create [m x 1] vector of sigma^2 from supplied time series |
bvar_conj_simulate | Simulate from conjugate N-IW posterior distribution |
bvar_conj_summary | summary of a conjugate Normal-Inverse-Wishart bayesian VAR... |
bvar_conjugate0 | Estimate conjugate Normal-Inverse-Wishart bayesian VAR model |
bvar_create_X_colnames | Get X column names from exo_varnames and endo_varnames |
bvar_get_endo_varnames | Get endogeneous variable names from supplied data |
bvar_get_exo_varnames | Get exogeneous variable names from supplied data |
bvar_get_Y_in | Recover original Y_in from Y, X and number of lags p |
Carriero_priors | Set conjugate N-IW priors from lambdas as in Carriero |
forecast_conjugate | predict with conjugate Normal-Inverse-Wishart bayesian VAR... |
is.diagonal | check whether matrix is diagonal |
KK_code_priors | Set conjugate N-IW priors as in matlab code of... |
lmvgamma | Multivariate log-gamma-function |
macro_russia | Russian macroeconomic indicators data.frame |
marginal_data_density | Calculate log marginal data density |
summary_conjugate | summary of a conjugate Normal-Inverse-Wishart bayesian VAR... |
sym_inv | Compute inverse of symmetric positive definite matrix using... |
Yraw | US inflation, employement and interest rate data.frame |
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