Bayesian Inference of Vector Autoregressive Models

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Documentation for package ‘bvartools’ version 0.1.0

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add_priors Add Priors to Model
bvar Bayesian Vector Autoregression Objects
bvarpost Posterior Simulation for BVAR Models
bvartools bvartools: Bayesian Inference of Vector Autoregressive Models
bvec Bayesian Vector Error Correction Objects
bvecpost Posterior Simulation for BVEC Models
bvec_to_bvar Transform a VEC Model to a VAR in Levels
bvs Bayesian Variable Selection
draw_posterior Posterior Simulation
e1 West German economic time series data
e6 German interest and inflation rate data
fevd Forecast Error Variance Decomposition
gen_var Vector Autoregressive Model Input
gen_vec Vector Error Correction Model Input
inclusion_prior Prior Inclusion Probabilities
irf Impulse Response Function
kalman_dk Durbin and Koopman Simulation Smoother
loglik_normal Calculates the log-likelihood of a multivariate normal distribution.
minnesota_prior Minnesota Prior
plot.bvarfevd Forecast Error Variance Decomposition
plot.bvarirf Impulse Response Function
plot.bvarprd Plotting Forecasts of BVAR Models
post_coint_kls Posterior Draw for Cointegration Models
post_coint_kls_sur Posterior Draw for Cointegration Models
post_normal Posterior Draw from a Normal Distribution
post_normal_sur Posterior Draw from a Normal Distribution
predict.bvar Bayesian Vector Autoregression Objects
print.summary.bvar Summarising Bayesian VAR Coefficients
print.summary.bvec Summarising Bayesian VEC Coefficients
ssvs Stochastic Search Variable Selection
ssvs_prior Stochastic Search Variable Selection Prior
summary.bvar Summarising Bayesian VAR Coefficients
summary.bvarlist Summarising Bayesian VAR Models
summary.bvec Summarising Bayesian VEC Coefficients
thin_posterior Thinning Posterior Draws
thin_posterior.bvar Thinning Posterior Draws
thin_posterior.bvarlist Thinning Posterior Draws
thin_posterior.bvec Thinning Posterior Draws
us_macrodata US macroeconomic data