The package bvarrKK
may be useful for estimating bayesian VAR models.
It contains a translation to R of the matlab code by Gary Koops and Dimitris Korobilis with minor improvements.
You may install the package usinge the commands:
install.packages("devtools")
devtools::install_github("bdemeshev/bvarrKK")
Replication of KK code:
library("bvarr")
data(Yraw)
model <- bvar(Yraw,prior = "independent")
bvar.imp.plot(model)
bvar.summary(model)
This code is not developed anymore. You are free to start...
You may also wish look at BMR, MSBVAR, bvarsv packages.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.