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bvhar  

Bayesian Vector Heterogeneous Autoregressive Modeling
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bvhar", "2.3.0")



Attach the package and use:
library("bvhar")
Maintained by
Young Geun Kim
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-11-08
Latest Update: 2025-06-25
Description:
Tools to research Bayesian Vector heterogeneous autoregressive (VHAR) model, referring to Kim & Baek (2023) (). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
How to cite:
Young Geun Kim (2023). bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling. R package version 2.3.0, https://cran.r-project.org/web/packages/bvhar. Accessed 04 Jul. 2026.
Previous versions and publish date:
1.0.0 (2023-11-08 12:40), 1.0.1 (2023-11-10 21:13), 1.0.2 (2023-12-06 12:20), 1.1.0 (2023-12-18 07:30), 1.2.0 (2024-01-09 09:20), 2.0.0 (2024-02-14 17:30), 2.0.1 (2024-03-01 15:22), 2.1.0 (2024-09-16 10:20), 2.1.1 (2024-10-05 09:00), 2.1.2 (2024-10-11 17:20), 2.2.0 (2025-02-06 14:40), 2.2.1 (2025-02-25 13:20), 2.2.2 (2025-02-28 10:40), 2.3.0 (2025-06-25 08:20), 2.4.0 (2026-02-01 09:30)
Other packages that cited bvhar R package
View bvhar citation profile
Other R packages that bvhar depends, imports, suggests or enhances
Complete documentation for bvhar
Functions, R codes and Examples using the bvhar R package
Full bvhar package functions and examples
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