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DESCRIPTION
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Package: bgvars
Title: Bayesian Inference of Global Vector Autoregressive and Gloal Vector Error Correction Models
Version: 0.1.0
Date: 2023-06-30
Authors@R: person("Franz X.", "Mohr", email = "[email protected]", role = c("aut","cre"), comment = c(ORCiD = "0009-0003-8890-7781"))
Description: Assists in the set-up and inference of Bayesian global vector autoregressive (BGVAR) and error correction (BGVEC) models.
License: GPL (>= 2)
Depends: R (>= 3.3.0), bvartools (>= 0.2.3)
Imports:
coda,
grDevices,
graphics,
parallel,
Rcpp (>= 0.12.14),
stats,
utils
LinkingTo: Rcpp, RcppArmadillo, bvartools
LazyData: true
Encoding: UTF-8
RoxygenNote: 7.2.3
URL: https://github.com/franzmohr/bgvars
BugReports: https://github.com/franzmohr/bgvars/issues
Suggests: knitr, rmarkdown
Collate:
'RcppExports.R'
'add_priors.gvarsubmodels.R'
'add_priors.gvecsubmodels.R'
'bgvars-package.R'
'bvarxpost.R'
'bvecxpost.R'
'combine_submodels.R'
'country_fill_helper.R'
'create_models.R'
'create_pi_matrices.R'
'create_regions.R'
'create_specifications.R'
'create_weights.R'
'ctryvec_to_ctryvar.R'
'data.R'
'diff_variables.R'
'draw_posterior.gvarsubmodels.R'
'draw_posterior.gvecsubmodels.R'
'gen_varx.R'
'gen_vecx.R'
'get_regressor_names.R'
'get_submodel_specifications.R'
'gfevd.R'
'girf.R'
'irf.bgvarest.R'
'irf.ctryvarest.R'
'plot.bgvarest.R'
'plot.bgvarestirf.R'
'plot.bgvarfevd.R'
'plot.bgvarirf.R'
'plot.bgvarprd.R'
'plot.bgvecest.R'
'plot.ctryvarest.R'
'plot.ctryvecest.R'
'plot.teststats.bgvarest.R'
'predict.bgvar.R'
'summary.bgvarest.R'
'print.summary.bgvarest.R'
'summary.bgvecest.R'
'print.summary.bgvecest.R'
'summary.ctryvarest.R'
'print.summary.ctryvarest.R'
'summary.ctryvecest.R'
'print.summary.ctryvecest.R'
'select_submodels.R'
'submodel_test_statistics.R'
'thin.bgvar.R'
'thin.bgvarest.R'
'thin.bgvecest.R'
'tvpribbon.R'
'zzz.R'