Man pages for jetroant/rbsvarbm
Bayesian estimation of statistically identified robust structural vectorautoregressive models
| convergence | R-hat convergence statistic (Documentation incomplete) |
| est_rbsvar | Estimates rbsvar model by sampling from the posterior using... |
| eval_rbsvar | C++ wrapper for evaluating the posterior density... |
| init_rbsvar | Initializes rbsvar model (Documentation incomplete) |
| irf | Computes impulse response functions (Documentation... |
| irf_plot | Plots impulse response functions (Documentation incomplete) |
| marginal_likelihood | Computes a numerical estimate for the log-marginal-likelihood... |
| plot_chains | Plots the chains and marginal distirbution w.r.t one... |
| plot_densities | Plots the densities of the chains as a function of iterations... |
| post_sample | Convenience function returning a sample from the posterior... |
| rbsvar-package | A short title line describing what the package does |
| sign_probabilities | Computes sign restriction probabilities a'la Lanne & Luoto... |
