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All functions

bvar()
Markov Chain Monte Carlo Sampling for Bayesian Vectorautoregressions
coef(<bayesianVARs_bvar>)
Extract VAR coefficients
fitted(<bayesianVARs_bvar>)
Simulate fitted/predicted historical values for an estimated VAR model
my_gig()
Draw from generalized inverse Gaussian
pairs(<bayesianVARs_predict>)
Pairwise visualization of out-of-sample posterior predictive densities.
plot(<bayesianVARs_bvar>)
Plot method for bayesianVARs_bvar
plot(<bayesianVARs_fitted>)
Visualization of in-sample fit of an estimated VAR.
plot(<bayesianVARs_predict>)
Fan chart
posterior_heatmap()
Posterior heatmaps for VAR coefficients or variance-covariance matrices
predict(<bayesianVARs_bvar>)
Predict method for Bayesian VARs
print(<bayesianVARs_bvar>)
Pretty printing of a bvar object
print(<bayesianVARs_predict>)
Print method for bayesianVARs_predict objects
print(<summary.bayesianVARs_bvar>)
Print method for summary.bayesianVARs_bvar objects
print(<summary.bayesianVARs_predict>)
Print method for summary.bayesianVARs_predict objects
specify_prior_phi()
Specify prior on PHI
specify_prior_sigma()
Specify prior on Sigma
stable_bvar()
Stable posterior draws
`[`(<bayesianVARs_coef>)
Extract or Replace Parts of a bayesianVARs_coef object
`[`(<bayesianVARs_draws>)
Extract or Replace Parts of a bayesianVARs_draws object
summary(<bayesianVARs_bvar>)
Summary method for bayesianVARs_bvar objects
summary(<bayesianVARs_draws>)
Summary statistics for bayesianVARs posterior draws.
summary(<bayesianVARs_predict>)
Summary method for bayesianVARs_predict objects
usmacro_growth
Data from the US-economy
vcov(<bayesianVARs_bvar>)
Extract posterior draws of the (time-varying) variance-covariance matrix for a VAR model