Man pages for joergrieger/bvar
Estimation and forecasting of bayesian VAR models

bvarEstimate a bayesian vector autoregressive model.
companionmatrixstability - Function to rewrite the VAR-estimate in companion...
compirfFunction to draw one single path for the impulse-response...
countseqcounts the sequence of transitions
draw_posterior.cnwfunction to draw the posterior
draw_posterior.minnesotafunction to draw the posterior for a Minnesota Prior
draw_posterior_normaldraw posterior for measurement equation using a normal-gamma...
draw_posterior_ssvsDraw posterior for measurement equation using an SSVS-prior
draw_posterior.ssvsdraw posterior for VAR Model with SSVS-Prior
draw_posterior.unffunction to draw the posterior for an uninformative prior
favarFactor-Augmented Vector Autoregression
fevdForecast error variance decomposition
fevd.bvarforecast error variance decomposition for bayesian VARs
fevd.msvarforecast error variance decomposition for regime switching...
fevd.tvarforecast error variance decomposition for bayesian TVARs
forecastcompute forecasts
forecast.bvarforecasts for a bayesian VAR model
forecast.msvarforecast a markov-switching model
forecast.tvarforecast threshold vector autoregression
ftvarbayesian estimation of threshold VAR
get_factorsextract factors from a time series
gfevdinternal function to calculate a generalized fevd
hamiltonfilterHamiltonfilter
hdHistorical decompositions
hd.bvarHistorical decomposition for bayesian vector autoregression
hd.msvarHistorical decomposition for bayesian vector autoregression
hd.tvarHistorical decomposition for bayesian vector autoregression
initialize_mcmc.cnwInitialize the mcmc sampler for conjugate...
initialize_mcmc.minnesotaInitialize the mcmc sampler for Minnesota Prior
initialize_mcmc.ssvsInitialize the mcmc sampler for SSVS-Prior
initialize_mcmc.unfInitialize the mcmc sampler for uninformative prior
irfGeneric method for calculating Impulse-Response-Functions
irf.bvarFunction to calculate irfs
irf.favarFunction to calculate irfs
irf.ftvarimpulse-response functions for threshold VAR-Models
irf.msvarimpulse-response functions for regime-switching models
irf.tvarimpulse-response functions for threshold VAR-Models
lagdatalagdata - function to lag data
loglikecalculate the log-likelihood function for a VAR
msvarEstimate regime-switching models with fixed transition...
olssvdlinear regression using single value decomposition
plot.bvirfPlotting Impulse-Response Functions
plot.fcbvarplot forecasts
plot.fctvarplot forecasts
plot.msirfplot impulse-response functions for regime switchi models
plot_residualsplot residuals
plot_residuals.bvarplot residuals
plot_residuals.msvarplot residuals
plot_residuals.tvarplot residuals
plot.tvirfplot impulse-response functions threshold VAR-Models
reexportsObjects exported from other packages
set_identification_choleskyset cholesky identification
set_identification_signset identification via sign restrictions
set_prior_cnwsets up conjugate Normal-Wishart prior
set_prior_minnesotaset up Minnesota Prior
set_prior_ssvsset up Stochastic Search Variable Selection Prior
set_prior_uninformativeset up uninformative prior
splitVariablesfunction to split a series into two
stabilitystability - test stability of estimate
structural.cholidentify a vector-autoregressive model using cholesky...
structural.signidentify a vector-autoregressive model using...
tirf1parallel compuation of irfs of tvars
tvarbayesian estimation of threshold VAR
USMonPolMultivariate time series of federal funds rate, unemployment,...
var2vmaVMA representation of VAR estimate
joergrieger/bvar documentation built on Sept. 11, 2019, 12:05 a.m.