morner75/bayesVAR: Bayesian Vector Autoregressive model

This package implements Bayesian Vector Autoregressive models based on Minnesota priors and their variants.

Getting started

Package details

AuthorJunho Lee [aut, cre]
MaintainerJunho Lee <morner@fss.or.kr>
LicenseMIT + file LICENSE
Version0.0.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("morner75/bayesVAR")
morner75/bayesVAR documentation built on April 6, 2024, 7:25 a.m.