est_rbsvar: Estimates rbsvar model by sampling from the posterior using...
In jetroant/rbsvarbm: Bayesian estimation of statistically identified robust structural vectorautoregressive models
Description
Usage
Arguments
Value
Description
Estimates rbsvar model by sampling from the posterior using DE-MC algorithm (Documentation incomplete)
Usage
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
Arguments
model
A list outputted by init_rbsvar().
N
...
n
...
K
...
m0
...
rel_gamma
...
output
...
new_chain
...
parallel_chains
...
parallel_likelihood
...
max_cores
...
progress_bar
...
verbose
...
Value
A list that containing (among other things) the chain(s) sampled from the posterior. May be passed for example to irf().
jetroant/rbsvarbm documentation built on Dec. 20, 2021, 11:06 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
Description
Estimates rbsvar model by sampling from the posterior using DE-MC algorithm (Documentation incomplete)
Usage
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 |
Arguments
model |
A list outputted by |
N |
... |
n |
... |
K |
... |
m0 |
... |
rel_gamma |
... |
output |
... |
new_chain |
... |
parallel_chains |
... |
parallel_likelihood |
... |
max_cores |
... |
progress_bar |
... |
verbose |
... |
Value
A list that containing (among other things) the chain(s) sampled from the posterior. May be passed for example to irf().
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.