Package: bvarsv 1.1.1

bvarsv: Bayesian Analysis of a Vector Autoregressive Model with Stochastic Volatility and Time-Varying Parameters

R/C++ implementation of the model proposed by Primiceri ("Time Varying Structural Vector Autoregressions and Monetary Policy", Review of Economic Studies, 2005), with functionality for computing posterior predictive distributions and impulse responses.

Authors:Fabian Krueger

bvarsv_1.1.1.tar.gz
bvarsv_1.1.1.zip(r-4.7-x86_64)bvarsv_1.1.1.zip(r-4.7-arm64)bvarsv_1.1.1.zip(r-4.6-x86_64)bvarsv_1.1.1.zip(r-4.6-arm64)bvarsv_1.1.1.zip(r-4.5-x86_64)
bvarsv_1.1.1.tgz(r-4.6-x86_64)bvarsv_1.1.1.tgz(r-4.6-arm64)bvarsv_1.1.1.tgz(r-4.5-x86_64)bvarsv_1.1.1.tgz(r-4.5-arm64)
bvarsv_1.1.1.tar.gz(r-4.7-arm64)bvarsv_1.1.1.tar.gz(r-4.7-x86_64)bvarsv_1.1.1.tar.gz(r-4.6-arm64)bvarsv_1.1.1.tar.gz(r-4.6-x86_64)
bvarsv_1.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
bvarsv/json (API)

# Install 'bvarsv' in R:
install.packages('bvarsv', repos = c('https://fk83.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/fk83/bvarsv/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:

On CRAN:

Conda:

openblascpp

5.56 score 32 stars 1 packages 76 scripts 638 downloads 6 exports 2 dependencies

Last updated from:7b601e6857. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK87
linux-devel-x86_64OK107
source / vignettesOK213
linux-release-arm64OK97
linux-release-x86_64OK96
macos-release-arm64OK173
macos-release-x86_64OK290
macos-oldrel-arm64OK174
macos-oldrel-x86_64OK364
windows-devel-arm64OK331
windows-devel-x86_64OK150
windows-release-arm64OK326
windows-release-x86_64OK99
windows-oldrel-x86_64OK98
wasm-releaseOK102

Exports:bvar.sv.tvpimpulse.responsesparameter.drawspredictive.densitypredictive.drawssim.var1.sv.tvp

Dependencies:RcppRcppArmadillo