Other packages > Find by keyword >

bayesianVARs  

MCMC Estimation of Bayesian Vectorautoregressions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bayesianVARs", "0.1.5")



Attach the package and use:
library("bayesianVARs")
Maintained by
Luis Gruber
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-01-13
Latest Update: 2024-11-13
Description:
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) . Efficient equation-per-equation estimation following Kastner & Huber (2020) and Carrerio et al. (2021) .
How to cite:
Luis Gruber (2024). bayesianVARs: MCMC Estimation of Bayesian Vectorautoregressions. R package version 0.1.5, https://cran.r-project.org/web/packages/bayesianVARs. Accessed 11 Mar. 2026.
Previous versions and publish date:
0.1.0 (2024-01-13 18:00), 0.1.1 (2024-01-17 22:32), 0.1.2 (2024-01-20 14:52), 0.1.3 (2024-06-26 00:00), 0.1.4 (2024-09-06 17:00), 0.1.5 (2024-11-13 21:50), 0.1.6 (2026-01-29 00:30)
Other packages that cited bayesianVARs R package
View bayesianVARs citation profile
Other R packages that bayesianVARs depends, imports, suggests or enhances
Complete documentation for bayesianVARs
Downloads during the last 30 days

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  
histogram  
Construction of Regular and Irregular Histograms with Different Options for Automatic Choice of Bins
Automatic construction of regular and irregular histograms as described in Rozenholc/Mildenberger/Ga ...
Download / Learn more Package Citations See dependency  
igoR  
Intergovernmental Organizations Database
Tools to extract information from the Intergovernmental Organizations ('IGO') Database , version 3, ...
Download / Learn more Package Citations See dependency  
sorocs  
A Bayesian Semiparametric Approach to Correlated ROC Surfaces
A Bayesian semiparametric Dirichlet process mixtures to estimate correlated receiver operating chara ...
Download / Learn more Package Citations See dependency  
openNLPdata  
Apache OpenNLP Jars and Basic English Language Models
Apache OpenNLP jars and basic English language models. ...
Download / Learn more Package Citations See dependency  
roptions  
Option Strategies and Valuation
Collection of tools to develop options strategies, value option contracts using the Black-Scholes-Me ...
Download / Learn more Package Citations See dependency  

26,293

R Packages

225,784

Dependencies

70,376

Author Associations

26,294

Publication Badges

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