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 |
2026-04-09 windows/windows R-4.5 | bvhar_2.4.0.zip |
2.3 MiB |