R: Bayesian Inference of Vector Autoregressive and Error Correction Models

# Bayesian Inference of Vector Autoregressive and Error Correction Models

## Documentation for package ‘bvartools’ version 0.2.4

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS

## Help Pages

add_priors | Add Priors to Bayesian Models A generic function used to generate prior specifications for a list of models. The function invokes particular methods which depend on the class of the first argument.
add_priors.bvarmodel | Add Priors for a Vector Autoregressive Models
add_priors.bvecmodel | Add Priors for Vector Error Correction Models
add_priors.dfmodel | Add Priors to Dynamic Factor Model
bem_dfmdata | FRED-QD data
bvar | Bayesian Vector Autoregression Objects
bvarpost | Posterior Simulation for BVAR Models
bvec | Bayesian Vector Error Correction Objects
bvecpost | Posterior Simulation for BVEC Models
bvec_to_bvar | Transform a VEC Model to a VAR in Levels
bvs | Bayesian Variable Selection
dfm | Bayesian Dynamic Factor Model Objects
dfmpost | Posterior Simulation for Dynamic Factor Models
draw_posterior | Posterior Simulation
draw_posterior.bvarmodel | Posterior Simulation
draw_posterior.bvecmodel | Posterior Simulation for Vector Error Correction Models
draw_posterior.dfmodel | Posterior Simulation
e1 | West German economic time series data
e6 | German interest and inflation rate data
fevd | Forecast Error Variance Decomposition A generic function used to calculate forecast error varianc decompositions.
fevd.bvar | Forecast Error Variance Decomposition
gen_dfm | Dynamic Factor Model Input
gen_var | Vector Autoregressive Model Input
gen_vec | Vector Error Correction Model Input
inclusion_prior | Prior Inclusion Probabilities
irf | Impulse Response Function A generic function used to calculate impulse response functions.
irf.bvar | Impulse Response Function
kalman_dk | Durbin and Koopman Simulation Smoother
loglik_normal | Calculates the log-likelihood of a multivariate normal distribution.
minnesota_prior | Minnesota Prior
plot.bvar | Bayesian Vector Autoregression Objects
plot.bvarfevd | Forecast Error Variance Decomposition A generic function used to calculate forecast error varianc decompositions.
plot.bvarirf | Impulse Response Function A generic function used to calculate impulse response functions.
plot.bvarlist | Plotting Posterior Draws of Bayesian VAR or VEC Models
plot.bvarprd | Plotting Forecasts of BVAR Models
plot.bvec | Bayesian Vector Error Correction Objects
plot.dfm | Bayesian Dynamic Factor Model Objects
post_coint_kls | Posterior Draw for Cointegration Models
post_coint_kls_sur | Posterior Draw for Cointegration Models
post_normal | Posterior Draw from a Normal Distribution
post_normal_covar_const | Posterior Simulation of Error Covariance Coefficients
post_normal_covar_tvp | Posterior Simulation of Error Covariance Coefficients
post_normal_sur | Posterior Draw from a Normal Distribution
predict.bvar | Bayesian Vector Autoregression Objects
print.summary.bvar | Summarising Bayesian VAR Coefficients
print.summary.bvec | Summarising Bayesian VEC Coefficients
ssvs | Stochastic Search Variable Selection
ssvs_prior | Stochastic Search Variable Selection Prior
stochvol_ksc1998 | Stochastic Volatility
stochvol_ocsn2007 | Stochastic Volatility
stoch_vol | Stochastic Volatility
summary.bvar | Summarising Bayesian VAR Coefficients
summary.bvarlist | Summarising Bayesian VAR or VEC Models
summary.bvec | Summarising Bayesian VEC Coefficients
summary.dfm | Summarising Bayesian Dynamic Factor Models
thin.bvar | Thinning Posterior Draws
thin.bvarlist | Thinning Posterior Draws
thin.bvec | Thinning Posterior Draws
thin.dfm | Thinning Posterior Draws
us_macrodata | US macroeconomic data