Man pages for gamalamboy/stresstest
Implement the ETI Stress Testing Simulation
| Beta | Bayesian estimate of VAR parameters |
| BurnIn | Eliminate burn-in samples from Gibbs |
| CreateData | High-Level interface to create the necessary objects for the... |
| create.Y | Create dependent variable representation for the VAR. |
| create.Z | Create the model matrices |
| create-zmt | Create rows of the model matrix |
| DataInput | Low-level interface to retrieve and convert .csv files into a... |
| ForecastGibbs | Update the design matrix with a forecasted data point. |
| FormulaInput | Extract formula list from text file |
| Gibbs | Gibbs Sampler |
| Mvrnorm | Generate Multivariate Normal Vectors |
| Ofore | Create One-Step Forecast of Dependent Variables |
| OneStep | Return the forecast for one of the given sample points of the... |
| priorBeta | Interface for entering the prior Beta using ' dataentry() ' |
| PriorsFromFile | Select prior parameters from file |
| priorVar | Specify the prior covariance matrix for the model. |
| priorVbeta | Compute the Litterman (Minnesota) prior for the covariance... |
| RunScenario | Run a Gibbs Simulation |
| RWishart | Generate a Random Wishart Matrix |
| SelectPaths | Interface for specifying the paths for the variables |
| SelectPriors | Select the prior parameters |
| St | Calculate conditional posterior variance |
| Vbeta | Update covariance matrix of parameters |
| Zarray | Create forecast design matrices |
| Ztprops | Extract lag and structure information from the SUR... |
