Files in hoanguc3m/fatBVARS
Bayesian VAR with Stochastic volatility and fat tails
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/BvarNoVol.R
R/BvarSV.R
R/BvarSVmod.R
R/ChibLL.R
R/ChibNoVol.R
R/ChibSV.R
R/DynSkew.R
R/RcppExports.R
R/fatBVARS-package.R
R/forecast.R
R/impluseResponse.R
R/importance_check.R
R/marginalLL.R
R/prior.R
R/simBvarNoVol.R
R/simBvarSV.R
R/ultis.R
README.md
backup/marginalLL.R
data/MonthlyData.RData
data/fred.RData
fatBVARS.Rproj
man/BVAR.SV.Rd
man/BVAR.novol.Rd
man/ChibLLP.Rd
man/fatBVARS-package.Rd
man/forecast_density.Rd
man/get_forecast.Rd
man/get_init.Rd
man/get_irf.Rd
man/get_post.Rd
man/get_prior.Rd
man/marginalLL.Rd
man/recursive_forecast.Rd
man/sim.VAR.SV.Rd
man/sim.VAR.novol.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
src/bvarsv.cpp
vignettes/01MonthlyR.R
vignettes/02ML_Entropy.R
vignettes/04Recursive.R
