Man pages for ooelrich/oscbvar
Stuff for Bayesian vector autoregressions

atomdat_1Agent predictions for response 1
atomdat_2Agent predictions for response 2
atomdat_3Agent predictions for response 3
bikes_atomAtomic predictions for the bikes data
bikes_bartNotebook generator: BART
bikes_dBikeshare data, daily
bikes_d_logBikeshare data, daily
bikes_linregNotebook generator: simple linear regression
bikes_regressionNotebook generator: Bayesian regression
bikes_svbvarNotebook generator: Stochastic BVAR
bivariate_predabilBivariate predictive ability plot using plotly
bvar_pdBVAR-NiW predictive density
caliper_relevanceCaliper method for local weights
caliper_relevance_dynamicDynamic caliper width determination function
caliper_relevance_newCaliper method for local weights, second iteration
dmdatAdditional decision maker data.
gen_agg_predsGenerate aggregate predictions
gen_all_dataGenerate all the data needed for the macroeconomics example
gen_atomic_dfGenerate atomic data frame for predictions
gen_atomic_listGenerate list of atomic models
gen_atomic_predsGenerate atomic predictions
gen_baselineGenerate baseline aggregations
gen_gewisanoGenerate GewiSano Weights
gen_gewisano_localGenerate local GewiSano Weights
gen_RAAGenerates local aggregations
gen_sotwGenerate state_of_the_world
gen_ZGenerate Z matrix
local_predictive_abilityPlots local predictive ability
macrodataMedium data set from OG et al 2020, rescaled to unit variance
nb_bartNotebook generator: BART
nb_bvarNotebook generator: BVAR NiW
nb_svbvarNotebook generator: Stochastic BVAR
nb_tvpsvbvarNotebook generator: TVP-SV-BVAR
no_in_caliperCount the number of previous observation in caliper over time
omega_minnesotaOmega_0 for the Minnesota prior
oscbvaroscbvar: a packet for a paper
plot_no_in_caliperPlot number of previous observation in caliper over time
propto_weightingWeighting proportional to LPA (local predictive ability)
RAL_calculatorLocal logscore calculator
selbest_weightingWeighting by picking the best model
univariate_predabilUnivariate predictive ability plot
ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.