Crandore Hub

bvarnet

Bayesian Estimation of Dynamic VAR Models using STAN

Bayesian estimation of multilevel Vector Autoregression (VAR) models using Stan. Supports Gaussian, Binary, and Ordinal (adjacent category) outcome variables with random effects and customizable priors.

Versions across snapshots

VersionRepositoryFileSize
1.0.0 rolling linux/jammy R-4.5 bvarnet_1.0.0.tar.gz 859.5 KiB
1.0.0 rolling linux/noble R-4.5 bvarnet_1.0.0.tar.gz 859.2 KiB
1.0.0 rolling source/ R- bvarnet_1.0.0.tar.gz 865.9 KiB
1.0.0 latest linux/jammy R-4.5 bvarnet_1.0.0.tar.gz 859.5 KiB
1.0.0 latest linux/noble R-4.5 bvarnet_1.0.0.tar.gz 859.2 KiB
1.0.0 latest source/ R- bvarnet_1.0.0.tar.gz 865.9 KiB
1.0.0 2026-04-23 source/ R- bvarnet_1.0.0.tar.gz 0 B

Dependencies (latest)

Imports

Suggests