Efficient Markov Chain Monte Carlo (MCMC) algorithms for the fully Bayesian estimation of vectorautoregressions (VARs) featuring stochastic volatility (SV). Implements state-of-the-art shrinkage priors following Gruber & Kastner (2023) <doi:10.48550/arXiv.2206.04902>. Efficient equation-per-equation estimation following Kastner & Huber (2020) <doi:10.1002/for.2680> and Carrerio et al. (2021) <doi:10.1016/j.jeconom.2021.11.010>.
| Version: | 0.1.5 | 
| Depends: | R (≥ 3.3.0) | 
| Imports: | colorspace, factorstochvol (≥ 1.1.0), GIGrvg (≥ 0.7), graphics, MASS, mvtnorm, Rcpp (≥ 1.0.0), scales, stats, stochvol (≥ 3.0.3), utils | 
| LinkingTo: | factorstochvol, Rcpp, RcppArmadillo, RcppProgress, stochvol | 
| Suggests: | coda, knitr, rmarkdown, testthat (≥ 3.0.0) | 
| Published: | 2024-11-13 | 
| DOI: | 10.32614/CRAN.package.bayesianVARs | 
| Author: | Luis Gruber | 
| Maintainer: | Luis Gruber <Luis.Gruber at aau.at> | 
| BugReports: | https://github.com/luisgruber/bayesianVARs/issues | 
| License: | GPL (≥ 3) | 
| URL: | https://github.com/luisgruber/bayesianVARs, https://luisgruber.github.io/bayesianVARs/ | 
| NeedsCompilation: | yes | 
| Materials: | README, NEWS | 
| In views: | Bayesian, TimeSeries | 
| CRAN checks: | bayesianVARs results | 
| Package source: | bayesianVARs_0.1.5.tar.gz | 
| Windows binaries: | r-devel: bayesianVARs_0.1.5.zip, r-release: bayesianVARs_0.1.5.zip, r-oldrel: bayesianVARs_0.1.5.zip | 
| macOS binaries: | r-release (arm64): bayesianVARs_0.1.5.tgz, r-oldrel (arm64): bayesianVARs_0.1.5.tgz, r-release (x86_64): bayesianVARs_0.1.5.tgz, r-oldrel (x86_64): bayesianVARs_0.1.5.tgz | 
| Old sources: | bayesianVARs archive | 
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