Man pages for kvasilopoulos/abvar
Vector Autoregression Models
| array_to_tbl | 3d array into tibble |
| autoplot.irf_varm | Plotting methods for objects of 'varm' |
| boot_var | Bootstrap 'varm' model |
| draw_posterior_normal | draw posterior for measurement equation using a normal-gamma... |
| draw_posterior_ssvs | Draw posterior for measurement equation using an SSVS-prior |
| factor_extract | Extracts first k principal components from t x n matrix data,... |
| favar | Factor-Augmented Vector Autoregression |
| id_triangular | Identification with triangluar decomposition |
| irf_ | Impulse Response Function Algorithm 1 |
| irf_algo3 | Impulse Response Function Algorithm 2 (this may be wrong) |
| irf_boot.varm | Boostrap irfs |
| irf.favar | Function to calculate irfs |
| irf_partial | This happens in id_iv and id_sign |
| irf.varm | Impulse response functions |
| olssvd | linear regression using single value decomposition |
| pipe | Pipe operator |
| psummary.varm | Pretty Summary |
| reexports | Objects exported from other packages |
| select_names | impulse = c(1,2,3) impulse = c(infl, un, ff) |
| sim_var | Simulate VAR |
| spec | Create a model specification that can fit into multiple... |
| varm | Least Square Estimation of VAR models |
| varm_fast | Fast least square estimation |
