Other packages > Find by keyword >

BHSBVAR  

Structural Bayesian Vector Autoregression Models
View on CRAN: Click here


Download and install BHSBVAR package within the R console
Install from CRAN:
install.packages("BHSBVAR")

Install from Github:
library("remotes")
install_github("cran/BHSBVAR")

Install by package version:
library("remotes")
install_version("BHSBVAR", "3.1.2")



Attach the package and use:
library("BHSBVAR")
Maintained by
Paul Richardson
[Scholar Profile | Author Map]
First Published: 2018-11-19
Latest Update: 2022-11-05
Description:
Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) , Baumeister and Hamilton (2017) , and Baumeister and Hamilton (2018) . Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.
How to cite:
Paul Richardson (2018). BHSBVAR: Structural Bayesian Vector Autoregression Models. R package version 3.1.2, https://cran.r-project.org/web/packages/BHSBVAR. Accessed 02 Apr. 2025.
Previous versions and publish date:
1.0.0 (2018-11-19 19:30), 1.0.1 (2019-01-23 10:40), 1.0.2 (2019-03-20 10:03), 1.0.3 (2019-04-26 11:30), 1.0.4 (2019-08-02 21:20), 2.0.0 (2019-10-28 18:10), 2.0.1 (2019-12-12 06:10), 2.0.2 (2020-01-19 01:00), 2.1.0 (2020-08-27 01:50), 3.0.0 (2021-04-22 19:50), 3.0.1 (2021-06-10 18:40), 3.1.1 (2022-11-05 16:30)
Other packages that cited BHSBVAR R package
View BHSBVAR citation profile
Other R packages that BHSBVAR depends, imports, suggests or enhances
Complete documentation for BHSBVAR
Functions, R codes and Examples using the BHSBVAR R package
Some associated functions: BHSBVAR-package . BH_SBVAR . Dist_Plots . FEVD . FEVD_Plots . HD . HD_Plots . IRF . IRF_Plots . USLMData . 
Some associated R codes: BHSBVAR-package.R . BHSBVAR.R . FEVD.R . HD.R . IRF.R . RcppExports.R . USLMData.R .  Full BHSBVAR package functions and examples
Downloads during the last 30 days
03/0303/0403/0503/0603/0703/0803/0903/1003/1103/1203/1303/1403/1503/1603/1703/1803/1903/2003/2103/2203/2303/2403/2503/2603/2703/2803/2903/3003/31Downloads for BHSBVAR051015202530354045505560TrendBars

Today's Hot Picks in Authors and Packages

r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
CTShiny  
Interactive Document for Working with Classification Tree Analysis
An interactive document on the topic of classification tree analysis using 'rmarkdown' and 'shiny' ...
Download / Learn more Package Citations See dependency  
CodeDepends  
Analysis of R Code for Reproducible Research and Code Comprehension
Tools for analyzing R expressions or blocks of code and determining the dependencies between them. ...
Download / Learn more Package Citations See dependency  
binom  
Binomial Confidence Intervals for Several Parameterizations
Constructs confidence intervals on the probability of success in a binomial experiment via several ...
Download / Learn more Package Citations See dependency  
geonapi  
'GeoNetwork' API R Interface
Provides an R interface to the 'GeoNetwork' API () allowing ...
Download / Learn more Package Citations See dependency  
munfold  
Metric Unfolding
Multidimensional unfolding using Schoenemann's algorithm for metric and Procrustes rotation of unfo ...
Download / Learn more Package Citations See dependency  

23,990

R Packages

207,311

Dependencies

64,809

Author Associations

23,991

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA