Files in franzmohr/bvartools
Bayesian Inference of Vector Autoregressive and Error Correction Models
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.gitignore
DESCRIPTION
NAMESPACE
NEWS.md
R/RcppExports.R
R/add_priors.R
R/add_priors.bvarmodel.R
R/add_priors.bvecmodel.R
R/add_priors.dfmodel.R
R/bvar.R
R/bvar_fill_helper.R
R/bvarpost.R
R/bvartools-package.R
R/bvec.R
R/bvec_to_bvar.R
R/bvecpost.R
R/data.R
R/dfm.R
R/dfmpost.R
R/draw_posterior.R
R/draw_posterior.bvarmodel.R
R/draw_posterior.bvecmodel.R
R/draw_posterior.dfmodel.R
R/fevd.R
R/fevd.bvar.R
R/gen_dfm.R
R/gen_var.R
R/gen_vec.R
R/get_regressor_names.R
R/inclusion_prior.R
R/irf.R
R/irf.bvar.R
R/minnesota_prior.R
R/plot.bvar.R
R/plot.bvarfevd.R
R/plot.bvarirf.R
R/plot.bvarlist.R
R/plot.bvarprd.R
R/plot.bvec.R
R/plot.dfm.R
R/post_normal_covar_const.R
R/post_normal_covar_tvp.R
R/predict.bvar.R
R/print.summary.bvar.R
R/print.summary.bvec.R
R/ssvs_prior.R
R/summary.bvar.R
R/summary.bvarlist.R
R/summary.bvec.R
R/summary.dfm.R
R/thin.bvar.R
R/thin.bvarlist.R
R/thin.bvec.R
R/thin.dfm.R
R/tvpribbon.R
R/zzz.R
README.Rmd
README.md
README_files/figure-gfm/data-1.png
README_files/figure-gfm/feir-1.png
README_files/figure-gfm/fevd-1.png
README_files/figure-gfm/forecasts-1.png
README_files/figure-gfm/forecasts-2.png
README_files/figure-gfm/forecasts-3.png
README_files/figure-gfm/gir-1.png
README_files/figure-gfm/oir-1.png
README_files/figure-gfm/unnamed-chunk-4-1.png
README_files/figure-gfm/unnamed-chunk-5-1.png
README_files/figure-markdown_github/art-data-1.png
README_files/figure-markdown_github/data-1.png
README_files/figure-markdown_github/feir-1.png
README_files/figure-markdown_github/fevd-1.png
README_files/figure-markdown_github/forecasts-1.png
README_files/figure-markdown_github/gir-1.png
README_files/figure-markdown_github/ir-1.png
README_files/figure-markdown_github/oir-1.png
bvartools.Rproj
cran-comments.md
data-raw/bem_20.R
data-raw/bem_dfmdata.R
data-raw/bem_dfmdata.csv
data-raw/data_uk.txt
data-raw/e1.dat
data-raw/e6.dat
data-raw/fred_qd.csv
data-raw/luetkepohl_data.R
data-raw/uk_macrodata.R
data/bem_dfmdata.rda
data/e1.rda
data/e6.rda
data/us_macrodata.rda
inst/CITATION
inst/include/bvartools.h
inst/include/bvartools_RcppExports.h
man/add_priors.Rd
man/add_priors.bvarmodel.Rd
man/add_priors.bvecmodel.Rd
man/add_priors.dfmodel.Rd
man/bem_dfmdata.Rd
man/bvar.Rd
man/bvarpost.Rd
man/bvartools-package.Rd
man/bvec.Rd
man/bvec_to_bvar.Rd
man/bvecpost.Rd
man/bvs.Rd
man/covar_prepare_data.Rd
man/covar_vector_to_matrix.Rd
man/dfm.Rd
man/dfmpost.Rd
man/draw_posterior.Rd
man/draw_posterior.bvarmodel.Rd
man/draw_posterior.bvecmodel.Rd
man/draw_posterior.dfmodel.Rd
man/e1.Rd
man/e6.Rd
man/fevd.Rd
man/fevd.bvar.Rd
man/gen_dfm.Rd
man/gen_var.Rd
man/gen_vec.Rd
man/inclusion_prior.Rd
man/irf.Rd
man/irf.bvar.Rd
man/kalman_dk.Rd
man/loglik_normal.Rd
man/minnesota_prior.Rd
man/plot.bvarlist.Rd
man/plot.bvarprd.Rd
man/post_coint_kls.Rd
man/post_coint_kls_sur.Rd
man/post_gamma_measurement_variance.Rd
man/post_gamma_state_variance.Rd
man/post_normal.Rd
man/post_normal_covar_const.Rd
man/post_normal_covar_tvp.Rd
man/post_normal_sur.Rd
man/ssvs.Rd
man/ssvs_prior.Rd
man/stoch_vol.Rd
man/stochvol_ksc1998.Rd
man/stochvol_ocsn2007.Rd
man/summary.bvar.Rd
man/summary.bvarlist.Rd
man/summary.bvec.Rd
man/summary.dfm.Rd
man/sur_const_to_tvp.Rd
man/thin.bvar.Rd
man/thin.bvarlist.Rd
man/thin.bvec.Rd
man/thin.dfm.Rd
man/us_macrodata.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/bvaralg.cpp
src/bvartvpalg.cpp
src/bvecalg.cpp
src/bvectvpalg.cpp
src/bvs.cpp
src/covar_prepare_data.cpp
src/covar_vector_to_matrix.cpp
src/dfmalg.cpp
src/draw_forecast.cpp
src/ir.cpp
src/kalman_dk.cpp
src/loglik_normal.cpp
src/post_coint_kls.cpp
src/post_coint_kls_sur.cpp
src/post_gamma_measurement_variance.cpp
src/post_gamma_state_variance.cpp
src/post_normal.cpp
src/post_normal_sur.cpp
src/stoch_vol.cpp
src/stochvol_ksc1998.cpp
src/stochvol_ocsn2007.cpp
src/sur_const_to_tvp.cpp
src/svss.cpp
src/vardecomp.cpp
vignettes/.gitignore
vignettes/bvartools.Rmd
vignettes/bvec.Rmd
vignettes/model-comparison.Rmd
vignettes/ssvs.Rmd
