API for hoanguc3m/fatBVARS
Bayesian VAR with Stochastic volatility and fat tails
| Global functions | |
|---|---|
| BVAR.Gaussian.SV | Source code |
| BVAR.Gaussian.SV.HB | Source code |
| BVAR.Gaussian.novol | Source code |
| BVAR.MST.SV | Source code |
| BVAR.MST.SV.HB | Source code |
| BVAR.MST.novol | Source code |
| BVAR.MT.SV | Source code |
| BVAR.MT.SV.HB | Source code |
| BVAR.MT.novol | Source code |
| BVAR.OST.SV | Source code |
| BVAR.OST.SV.center | Source code |
| BVAR.OST.novol | Source code |
| BVAR.OT.SV | Source code |
| BVAR.OT.novol | Source code |
| BVAR.OrthSkewNorm.novol | Source code |
| BVAR.OrthSkewNorm1.novol | Source code |
| BVAR.SV | Man page Source code |
| BVAR.Skew.Student.SV | Source code |
| BVAR.Skew.Student.novol | Source code |
| BVAR.Student.SV | Source code |
| BVAR.Student.novol | Source code |
| BVAR.dynMST.SV | Source code |
| BVAR.dynOST.SV | Source code |
| BVAR.dynSkew.Student.SV | Source code |
| BVAR.dynSkew.Student.novol | Source code |
| BVAR.novol | Man page Source code |
| Chib.Gaussian.SV | Source code |
| Chib.Gaussian.novol | Source code |
| Chib.LML.SV | Source code |
| Chib.LML.nonSV | Source code |
| Chib.MST.SV | Source code |
| Chib.MST.novol | Source code |
| Chib.MT.SV | Source code |
| Chib.MT.novol | Source code |
| Chib.OST.SV | Source code |
| Chib.OST.novol | Source code |
| Chib.OT.SV | Source code |
| Chib.OT.novol | Source code |
| Chib.Skew.Student.SV | Source code |
| Chib.Skew.Student.novol | Source code |
| Chib.Student.SV | Source code |
| Chib.Student.novol | Source code |
| ChibLLP | Man page Source code |
| Chibint_h_Gaussian | Source code |
| Chibint_h_MSTSV | Source code |
| Chibint_h_MTSV | Source code |
| Chibint_h_OSTSV | Source code |
| Chibint_h_OTSV | Source code |
| Chibint_h_SkewSV | Source code |
| Chibint_h_StudentSV | Source code |
| Gamma_approx | Source code |
| IRFmats | Source code |
| InvGamma_approx | Source code |
| LL_tnorm | Source code |
| Normal_approx | Source code |
| Normal_trunc_approx | Source code |
| Nu_Gamma_approx | Source code |
| PF_GaussianSV | Source code |
| PF_StudentSV | Source code |
| PF_uniSkewSV | Source code |
| PF_uniStudentSV | Source code |
| TrimmedML_est | Source code |
| Vec_to_Mat | Source code |
| a0toA | Source code |
| adaptamount | Source code |
| alphahelper | Source code |
| atau_post | Source code |
| carterkohn | Source code |
| check_post | Source code |
| fatBVARS | Man page |
| fatBVARS-package | Man page |
| forecast_density | Man page Source code |
| get_forecast | Man page Source code |
| get_init | Man page Source code |
| get_irf | Man page Source code |
| get_irf_backward | Source code |
| get_post | Man page Source code |
| get_post.fatBVARSV | Source code |
| get_post.matrix | Source code |
| get_post.mcmc | Source code |
| get_post.numeric | Source code |
| get_prior | Man page Source code |
| get_prior_OLS | Source code |
| get_prior_minnesota | Source code |
| getfcsts | Source code |
| getmix | Source code |
| getvc | Source code |
| importance_check | Source code |
| int_h_Gaussian | Source code |
| int_h_MSTSV | Source code |
| int_h_MSTSV2 | Source code |
| int_h_MTSV | Source code |
| int_h_OSTSV | Source code |
| int_h_OSTSV2 | Source code |
| int_h_OTSV | Source code |
| int_h_SkewSV | Source code |
| int_h_StudentSV | Source code |
| int_w_MSTnonSV | Source code |
| int_w_MTnonSV | Source code |
| int_w_OSTnonSV | Source code |
| int_w_STnonSV | Source code |
| int_w_Student | Source code |
| int_w_TnonSV | Source code |
| logmeanexp | Source code |
| makeRegressor | Source code |
| makeregs2_fcC | Source code |
| makeregs_fcC | Source code |
| marginalLL | Man page Source code |
| matmult | Source code |
| meye | Source code |
| mvndrawC | Source code |
| mz | Source code |
| nu.cond.post | Source code |
| plot.fatBVARSV | Source code |
| recursive_forecast | Man page Source code |
| recursive_seperate | Source code |
| recursive_seperate.HB | Source code |
| repcol | Source code |
| reprow | Source code |
| sample_A_ele | Source code |
| sample_h_ele | Source code |
| sample_h_mod | Source code |
| sigmahelper1 | Source code |
| sigmahelper2 | Source code |
| sigmahelper3 | Source code |
| sigmahelper4 | Source code |
| sim.VAR.Gaussian.SV | Source code |
| sim.VAR.Gaussian.novol | Source code |
| sim.VAR.MST.SV | Source code |
| sim.VAR.MST.novol | Source code |
| sim.VAR.MT.SV | Source code |
| sim.VAR.MT.novol | Source code |
| sim.VAR.OST.SV | Source code |
| sim.VAR.OST.novol | Source code |
| sim.VAR.OT.SV | Source code |
| sim.VAR.OT.novol | Source code |
| sim.VAR.OrthSkewNorm.novol | Source code |
| sim.VAR.SV | Man page Source code |
| sim.VAR.Skew.Student.SV | Source code |
| sim.VAR.Skew.Student.novol | Source code |
| sim.VAR.Student.SV | Source code |
| sim.VAR.Student.novol | Source code |
| sim.VAR.dynMST.SV | Source code |
| sim.VAR.dynOST.SV | Source code |
| sim.VAR.dynSkew.Student.SV | Source code |
| sim.VAR.dynSkew.Student.novol | Source code |
| sim.VAR.novol | Man page Source code |
| stability | Source code |
| varfcst | Source code |
| vechC | Source code |
| wishdrawC | Source code |
