API for gregorkastner/threshtvp
Bayesian Estimation of (Threshold) Time-Varying Parameter Models
| Global functions | |
|---|---|
| .construct.arglist | Source code |
| KF | Source code |
| KF_MH | Source code |
| KF_fast | Source code |
| MCMC_mix | Source code |
| MCMC_tvp | Source code |
| VAR_posterior | Source code |
| dinvgamma | Source code |
| estimate_tvp | Man page Source code |
| gck | Source code |
| get_companion | Source code |
| get_grid | Source code |
| get_lik | Source code |
| get_threshold | Source code |
| int_posterior | Source code |
| mlag | Source code |
| threshtvp | Man page |
| threshtvp-package | Man page |
