tvar: bayesian estimation of threshold VAR

In joergrieger/bvar: Estimation and forecasting of bayesian VAR models

Description

bayesian estimation of threshold VAR

Usage

tvar(mydata, priorObj, thMax = 2, thVar = 1, nreps = 1100,
  burnin = 100, nthin = 1, stabletest = TRUE)

Arguments

mydata	data
priorObj	S3 object of the prior
thMax	maximum delay of threshold variable
thVar	the threshold variable
nreps	total number of mcmc draws
burnin	number of burn-in draws
nthin	thinning parameter
stabletest	test for stability

joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.