Hierarchical Bayesian Vector Autoregression

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Documentation for package ‘BVAR’ version 1.0.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

BVAR-package	BVAR: Hierarchical Bayesian vector autoregression
as.mcmc.bvar	Methods for 'coda' Markov chain Monte Carlo objects
as.mcmc.bvar_chains	Methods for 'coda' Markov chain Monte Carlo objects
bvar	Hierarchical Bayesian vector autoregression
bv_alpha	Minnesota prior settings
bv_dummy	Dummy prior settings
bv_fcast	Forecast settings
bv_irf	Impulse response settings and identification
bv_lambda	Minnesota prior settings
bv_metropolis	Metropolis-Hastings settings
bv_mh	Metropolis-Hastings settings
bv_minnesota	Minnesota prior settings
bv_mn	Minnesota prior settings
bv_priors	Prior settings
bv_psi	Minnesota prior settings
bv_soc	Dummy prior settings
bv_sur	Dummy prior settings
coda	Methods for 'coda' Markov chain Monte Carlo objects
coef.bvar	Coefficient and VCOV methods for Bayesian VARs
companion	Retrieve companion matrix from a Bayesian VAR
companion.bvar	Retrieve companion matrix from a Bayesian VAR
density.bvar	Density methods for Bayesian VARs
fevd	Impulse response and forecast error methods for Bayesian VARs
fevd.bvar	Impulse response and forecast error methods for Bayesian VARs
fevd<-	Impulse response and forecast error methods for Bayesian VARs
fitted.bvar	Fitted and residual methods for Bayesian VARs
fred_code	FRED transformation and subset helper
fred_md	FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_qd	FRED-MD and FRED-QD: Databases for Macroeconomic Research
fred_transform	FRED transformation and subset helper
independent_index	Density methods for Bayesian VARs
irf	Impulse response and forecast error methods for Bayesian VARs
irf.bvar	Impulse response and forecast error methods for Bayesian VARs
irf<-	Impulse response and forecast error methods for Bayesian VARs
logLik.bvar	Log-Likelihood method for Bayesian VARs
par_bvar	Parallel hierarchical Bayesian vector autoregression
plot.bvar	Plotting method for Bayesian VARs
plot.bvar_density	Density methods for Bayesian VARs
plot.bvar_fcast	Plotting method for Bayesian VAR predictions
plot.bvar_irf	Plotting method for Bayesian VAR impulse responses
plot.bvar_resid	Fitted and residual methods for Bayesian VARs
predict.bvar	Predict method for Bayesian VARs
predict<-	Predict method for Bayesian VARs
residuals.bvar	Fitted and residual methods for Bayesian VARs
summary.bvar	Summary method for Bayesian VARs
summary.bvar_fcast	Predict method for Bayesian VARs
summary.bvar_irf	Impulse response and forecast error methods for Bayesian VARs
vcov.bvar	Coefficient and VCOV methods for Bayesian VARs