Man pages for gamalamboy/stresstest
Implement the ETI Stress Testing Simulation

BetaBayesian estimate of VAR parameters
CreateDataHigh-Level interface to create the necessary objects for the...
create.YCreate dependent variable representation for the VAR.
create.ZCreate the model matrices
create-zmtCreate rows of the model matrix
DataInputLow-level interface to retrieve and convert .csv files into a...
ForecastGibbsUpdate the design matrix with a forecasted data point.
FormulaInputExtract formula list from text file
GibbsGibbs Sampler
MvrnormGenerate Multivariate Normal Vectors
NoCorSampReturn uncorrelated samples from Gibbs
OforeCreate One-Step Forecast of Dependent Variables
OneStepReturn the forecast for one of the given sample points of the...
priorBetaInterface for entering the prior Beta using ' dataentry() '
PriorsFromFileSelect prior parameters from file
priorVarSpecify the prior covariance matrix for the model.
priorVbetaCompute the Litterman (Minnesota) prior for the covariance...
RunScenarioRun a Gibbs Simulation
RWishartGenerate a Random Wishart Matrix
SelectPathsInterface for specifying the paths for the variables
SelectPriorsSelect the prior parameters
StCalculate conditional posterior variance
VbetaUpdate covariance matrix of parameters
ZarrayCreate forecast design matrices
ZtpropsExtract lag and structure information from the SUR...
gamalamboy/stresstest documentation built on Feb. 14, 2018, 6:26 a.m.