Changelog
Source:NEWS.md
bayesianVARs (development version)
- bugfix concerning VAR with factor structure on errors with homoscedastic factors.
bayesianVARs 0.1.2
CRAN release: 2024-01-20
- Added minimum version to factorstochvol in the Imports field of the DESCRIPTION file in order to avoid unnecessary building errors. Thanks to Sergey Fedorov for pointing this out.
- vcov.bayesianVARs_bvar method now can be specified for specific time-points.
- bugfix in cpp function which constructs variance-covariance matrices. If a Cholesky structure for the errors had been specified, exported functions such as vcov, predict and fitted were affected.