bvhar
Bayesian Vector Heterogeneous Autoregressive Modeling
Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.4.0 |
rolling linux/jammy R-4.5 | bvhar_2.4.0.tar.gz |
2.0 MiB |
2.4.0 |
rolling linux/noble R-4.5 | bvhar_2.4.0.tar.gz |
2.0 MiB |
2.4.0 |
rolling source/ R- | bvhar_2.4.0.tar.gz |
614.6 KiB |
2.4.0 |
latest linux/jammy R-4.5 | bvhar_2.4.0.tar.gz |
2.0 MiB |
2.4.0 |
latest linux/noble R-4.5 | bvhar_2.4.0.tar.gz |
2.0 MiB |
2.4.0 |
latest source/ R- | bvhar_2.4.0.tar.gz |
614.6 KiB |
2.4.0 |
2026-04-26 source/ R- | bvhar_2.4.0.tar.gz |
614.6 KiB |
2.4.0 |
2026-04-23 source/ R- | bvhar_2.4.0.tar.gz |
614.6 KiB |
2.4.0 |
2026-04-09 windows/windows R-4.5 | bvhar_2.4.0.zip |
2.3 MiB |
2.2.2 |
2025-04-20 source/ R- | bvhar_2.2.2.tar.gz |
603.8 KiB |