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