SteadyStateBVAR
Bayesian Vector Autoregressions with Steady-State Priors
Provides estimation of Bayesian vector autoregression (BVAR) models with steady-state priors via 'Stan', along with functions for unconditional and conditional forecasting, as well as impulse response analysis. For details on the steady-state BVAR model see Villani (2009) <doi:10.1002/jae.1065>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | SteadyStateBVAR_0.1.0.tar.gz |
1.9 MiB |
0.1.0 |
rolling linux/noble R-4.5 | SteadyStateBVAR_0.1.0.tar.gz |
2.0 MiB |
0.1.0 |
rolling source/ R- | SteadyStateBVAR_0.1.0.tar.gz |
363.7 KiB |
0.1.0 |
latest linux/jammy R-4.5 | SteadyStateBVAR_0.1.0.tar.gz |
1.9 MiB |
0.1.0 |
latest linux/noble R-4.5 | SteadyStateBVAR_0.1.0.tar.gz |
2.0 MiB |
0.1.0 |
latest source/ R- | SteadyStateBVAR_0.1.0.tar.gz |
363.7 KiB |
0.1.0 |
2026-04-23 source/ R- | SteadyStateBVAR_0.1.0.tar.gz |
0 B |
Dependencies (latest)
Imports
- graphics
- grDevices
- methods
- MTS (>= 1.2.1)
- Rcpp (>= 0.12.0)
- RcppParallel (>= 5.0.1)
- rstan (>= 2.32.7)
- rstantools (>= 2.6.0)
- stats
- utils
LinkingTo
- BH (>= 1.66.0)
- Rcpp (>= 0.12.0)
- RcppEigen (>= 0.3.3.3.0)
- RcppParallel (>= 5.0.1)
- rstan (>= 2.18.1)
- StanHeaders (>= 2.18.0)