This file implements a Bayesian VAR(p) with independent Normal-Wishart prior and a Gibbs Sampler to produce the forecasts. The forecasting procedure generates a sample point from each accepted parameter vector from the posterior distribution, unlike other methods.
Package details |
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Author | Gamaliel Lamboy |
Maintainer | Gamaliel Lamboy <gamaliel@estudiostecnicos.com> |
License | GPL |
Version | 1.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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