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

Bayesian VAR with Stochastic volatility and fat tails

Getting started

Package details

Authorc( person("Nguyen", "Hoang", role = c("aut", "cre"), email = "hoang.nguyen@oru.se"), person("Karlsson", "Sune", role = "aut" , email = "Sune.Karlsson@oru.se") )
MaintainerHoang Nguyen <hoang.nguyen@oru.se>
LicenseLicense: GPL (>= 2)
Version0.5.0
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 Jan. 12, 2023, 4:42 p.m.