{ "_id": "6a27aa4f24555f66ed53409f", "Package": "bvarsv", "Type": "Package", "Title": "Bayesian Analysis of a Vector Autoregressive Model with\nStochastic Volatility and Time-Varying Parameters", "Version": "1.1.1", "Date": "2024-09-04", "Author": "Fabian Krueger", "Maintainer": "Fabian Krueger ", "Description": "R/C++ implementation of the model proposed by Primiceri\n(\"Time Varying Structural Vector Autoregressions and Monetary\nPolicy\", Review of Economic Studies, 2005), with functionality\nfor computing posterior predictive distributions and impulse\nresponses.", "License": "GPL (>= 2)", "URL": "https://github.com/FK83/bvarsv/", "RoxygenNote": "7.3.2", "Encoding": "UTF-8", "Repository": "https://fk83.r-universe.dev", "Date/Publication": "2024-09-05 17:09:47 UTC", "RemoteUrl": "https://github.com/fk83/bvarsv", "RemoteRef": "HEAD", "RemoteSha": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-08 09:15:32 UTC", "User": "root" }, "MD5sum": "b02941f611f0859aefefd228ce06cd64", "_user": "fk83", "_type": "src", "_file": "bvarsv_1.1.1.tar.gz", "_fileid": "90b3f9fe6f2356d6f7090a5353b7928a3aa99f6afa18bcde13d55faca57e141e", "_filesize": 172010, "_sha256": "90b3f9fe6f2356d6f7090a5353b7928a3aa99f6afa18bcde13d55faca57e141e", "_created": "2026-06-08T09:15:32.000Z", "_published": "2026-06-09T05:53:18.883Z", "_distro": "noble", "_jobs": [ { "job": 80256904319, "time": 156, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7476097501" }, { "job": 80256903935, "time": 114, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7476080225" }, { "job": 80256904320, "time": 154, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7476096175" }, { "job": 80256904259, "time": 142, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7476090576" }, { "job": 80256904346, "time": 177, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7476095322" }, { "job": 80256904155, "time": 422, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7476182049" }, { "job": 80256904223, "time": 209, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7476103279" }, { "job": 80256903930, "time": 257, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7476128428" }, { "job": 80256903951, "time": 187, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7476036776" }, { "job": 80256903931, "time": 111, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7476078943" }, { "job": 80256903828, "time": 136, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7499538279" }, { "job": 80256904306, "time": 90, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7476070753" }, { "job": 80256904116, "time": 111, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7476078639" } ], "_buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/fk83/bvarsv", "_commit": { "id": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "author": "fabian.krueger ", "committer": "fabian.krueger ", "message": "delete html version of readme file\n", "time": 1725556187 }, "_maintainer": { "name": "Fabian Krueger", "email": "fabian.krueger83@gmail.com", "login": "fk83", "description": "", "uuid": 6160554 }, "_registered": true, "_dependencies": [ { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "Rcpp", "version": ">= 0.11.0", "role": "Imports" } ], "_owner": "fk83", "_selfowned": true, "_usedby": 2, "_updates": [], "_tags": [], "_stars": 32, "_contributors": [ { "user": "fk83", "count": 56, "uuid": 6160554 } ], "_userbio": { "uuid": 6160554, "type": "user", "name": "Fabian Krüger" }, "_downloads": { "count": 671, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/bvarsv" }, "_devurl": "https://github.com/fk83/bvarsv", "_searchresults": 77, "_topics": [ "openblas", "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/bvarsv.html", "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/fk83/bvarsv", "_realowner": "fk83", "_cranurl": true, "_releases": [ { "version": "1.0", "date": "2014-08-28" }, { "version": "1.1", "date": "2015-11-25" } ], "_exports": [ "bvar.sv.tvp", "impulse.responses", "parameter.draws", "predictive.density", "predictive.draws", "sim.var1.sv.tvp" ], "_datasets": [ { "name": "usmacro", "title": "US Macroeconomic Time Series", "object": "usmacro", "file": "usmacro.RData", "class": [ "mts", "ts", "matrix" ], "fields": [ "inf", "une", "tbi" ], "rows": 195, "table": true, "tojson": true }, { "name": "usmacro.update", "title": "US Macroeconomic Time Series", "object": "usmacro.update", "file": "usmacro.update.RData", "class": [ "mts", "ts", "matrix" ], "fields": [ "inf", "une", "tbi" ], "rows": 250, "table": true, "tojson": true } ], "_help": [ { "page": "bvar.sv.tvp", "title": "Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters", "topics": [ "bvar.sv.tvp" ] }, { "page": "usmacro", "title": "US Macroeconomic Time Series", "topics": [ "usmacro", "usmacro.update" ] }, { "page": "helpers", "title": "Helper Functions to Access BVAR Forecast Distributions and Parameter Draws", "topics": [ "parameter.draws", "predictive.density", "predictive.draws" ] }, { "page": "impulse.responses", "title": "Compute Impulse Response Function from a Fitted Model", "topics": [ "impulse.responses" ] }, { "page": "sim.var1.sv.tvp", "title": "Simulate from a VAR(1) with Stochastic Volatility and Time-Varying Parameters", "topics": [ "sim.var1.sv.tvp" ] } ], "_readme": "https://github.com/fk83/bvarsv/raw/HEAD/README.md", "_rundeps": [ "Rcpp", "RcppArmadillo" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 5.868761958212051, "_indexed": true, "_nocasepkg": "bvarsv", "_universes": [ "fk83" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.1.1", "date": "2026-06-08T09:18:29.000Z", "distro": "noble", "arch": "aarch64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "e59b2dee65b58ed5b68c87f21d219c63e07663b3e4ff2e8f54c59dbee83a103c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.7.0", "os": "linux", "version": "1.1.1", "date": "2026-06-08T09:17:45.000Z", "distro": "noble", "arch": "x86_64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "0fe0183c99268b2c48315e323c2fc9e85035871c32f470920298aa2911c402d6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.6.0", "os": "linux", "version": "1.1.1", "date": "2026-06-08T09:18:27.000Z", "distro": "noble", "arch": "aarch64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "0d8c46332b1f88ac8fadfe3bc8610b59db5f1686682abfa580cae59093ab5766", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.6.0", "os": "linux", "version": "1.1.1", "date": "2026-06-08T09:18:10.000Z", "distro": "noble", "arch": "x86_64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "0a69e085fef88818b4f135aed80f41e34dbfa31b812dfdd377e7cd8dc98f5b61", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.5.3", "os": "mac", "version": "1.1.1", "date": "2026-06-08T09:18:29.000Z", "arch": "aarch64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "bf9c9d8ce9a407c51c232e65d5582bd43bd9e422675f9ddd5f886f587e916072", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.5.3", "os": "mac", "version": "1.1.1", "date": "2026-06-08T09:21:29.000Z", "arch": "x86_64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "ac464a295207fc46899d64bc21bdb7ef7bed9b7fdde54ac8e1742d39f68ac01c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.6.0", "os": "mac", "version": "1.1.1", "date": "2026-06-08T09:18:37.000Z", "arch": "aarch64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "5408cb3f014d965e844fd61859ca46e95f43cc4a9fdaa3f63be7721ca8223c46", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.6.0", "os": "mac", "version": "1.1.1", "date": "2026-06-08T09:19:35.000Z", "arch": "x86_64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "72f1f10c8a1e9c377966aa69ebe74adf7c034e7ee5836a5fc79d57e89307443d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.6.0", "os": "wasm", "version": "1.1.1", "date": "2026-06-08T09:17:55.000Z", "arch": "emscripten", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "dbd1e2ff3d97cbe89697637a5f769eb7b9dc7ac17574a0f6ad3a668f3f24e8ec", "status": "success", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.7.0", "os": "win", "version": "1.1.1", "date": "2026-06-09T05:50:55.000Z", "arch": "x86_64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "75d3f244c0f4b7f759ca07f7a1aac8d3fdf30fb30662c7129c186cd48f6a67aa", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.5.3", "os": "win", "version": "1.1.1", "date": "2026-06-08T09:17:02.000Z", "arch": "x86_64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "545936b7888d7e200bb6ddee7020f1ba44945534e352b6a2b45e13c0527a88b7", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" }, { "r": "4.6.0", "os": "win", "version": "1.1.1", "date": "2026-06-08T09:17:09.000Z", "arch": "x86_64", "commit": "7b601e68574447e513991c5a5f02dcfa7b7e9c92", "fileid": "6294c7f6df3d8b0eb8756204f76ac8a592028c6700b5185773e2721100c43f09", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/fk83/actions/runs/27127579899" } ] }