Man pages for hoanguc3m/fatBVARS
Bayesian VAR with Stochastic volatility and fat tails

BVAR.novolBayesian inference of VAR model without SV
BVAR.SVBayesian inference of VAR model with RW-SV
ChibLLPMarginal log likelihood of BVAR model
fatBVARS-packageBayesian VAR with Stochastic volatility, asymmetry and fat...
forecast_densityForecast density of future observations of BVAR model
get_forecastForecast future observations of BVAR model
get_initInitial values from the prior of BVAR model
get_irfImpulse response function of BVAR model
get_postGet Posterior samples of BVAR model
get_priorPrior distribution of BVAR model
marginalLLMarginal log likelihood of BVAR model
recursive_forecastRecursive forecast of BVAR model
sim.VAR.novolSimulate data from Gaussian BVAR model without SV
sim.VAR.SVSimulate data from Gaussian BVAR model with SV
hoanguc3m/fatBVARS documentation built on July 25, 2024, 4:51 a.m.