Man pages for hoanguc3m/fatBVARS
Bayesian VAR with Stochastic volatility and fat tails
| BVAR.novol | Bayesian inference of VAR model without SV |
| BVAR.SV | Bayesian inference of VAR model with RW-SV |
| ChibLLP | Marginal log likelihood of BVAR model |
| fatBVARS-package | Bayesian VAR with Stochastic volatility, asymmetry and fat... |
| forecast_density | Forecast density of future observations of BVAR model |
| get_forecast | Forecast future observations of BVAR model |
| get_init | Initial values from the prior of BVAR model |
| get_irf | Impulse response function of BVAR model |
| get_post | Get Posterior samples of BVAR model |
| get_prior | Prior distribution of BVAR model |
| marginalLL | Marginal log likelihood of BVAR model |
| recursive_forecast | Recursive forecast of BVAR model |
| sim.VAR.novol | Simulate data from Gaussian BVAR model without SV |
| sim.VAR.SV | Simulate data from Gaussian BVAR model with SV |
