CRAN/E | bvhar

bvhar

Bayesian Vector Heterogeneous Autoregressive Modeling

Installation

About

Tools to research Bayesian Vector heterogeneous autoregressive (VHAR) model, referring to Kim & Baek (2023) (doi:10.1080/00949655.2023.2281644). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.

Citation bvhar citation info
ygeunkim.github.io/package/bvhar/
github.com/ygeunkim/bvhar
Bug report File report

Key Metrics

Version 2.0.1
R ≥ 3.6.0
Published 2024-03-01 59 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks bvhar results

Downloads

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Last 90 days 938 -9%
Last 365 days 1.957

Maintainer

Maintainer

Young Geun Kim

ygeunkimstat@gmail.com

Authors

Young Geun Kim

aut / cre / cph

Changryong Baek

ctb

Material

README
NEWS
Reference manual
Package source

Vignettes

Introduction to bvhar
Empirical Bayes
Forecasting
Cpp source usage
Minnesota Prior
Shrinkage Priors

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

bvhar archive

Depends

R ≥ 3.6.0

Imports

lifecycle
magrittr
Rcpp
ggplot2
tidyr
tibble
dplyr
foreach
purrr
stats
optimParallel
posterior
bayesplot

Suggests

covr
knitr
parallel
rmarkdown
testthat ≥ 3.0.0

LinkingTo

BH
Rcpp
RcppEigen ≥ 0.3.4.0.0