hoanguc3m/fatBVARS: Bayesian VAR with Stochastic volatility and fat tails

Bayesian VAR with Stochastic volatility and fat tails

Getting started

Package details

MaintainerHoang Nguyen <hoang.nguyen@oru.se>
LicenseLicense: GPL (>= 2)
Version0.2.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("hoanguc3m/fatBVARS")
hoanguc3m/fatBVARS documentation built on April 1, 2021, 5:14 p.m.