fatBVARS-package: Bayesian VAR with Stochastic volatility, asymmetry and fat...

fatBVARS-packageR Documentation

Bayesian VAR with Stochastic volatility, asymmetry and fat tails

Description

Bayesian VAR with Stochastic volatility, asymmetry and fat tails

Details

Package: fatBVARS
Type: Package
Version: 0.2.0
Date: 2021-03-29
License: GPL (>=2)
Depends: R (>= 3.5.0)
Imports: Rcpp
Suggests:
LazyLoad: yes

Author(s)

Hoang Nguyen


hoanguc3m/fatBVARS documentation built on Jan. 12, 2023, 4:42 p.m.