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koma  

Bayesian Simultaneous Equation Models for Forecasting
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("koma", "0.4.0")



Attach the package and use:
library("koma")
Maintained by
Merlin Scherer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-07-29
Latest Update: 2026-07-29
Description:
Estimate and forecast Bayesian simultaneous equation models for macroeconomic time series. Provides tools to specify systems of behavioral equations and accounting identities, transform and manage time series, simulate from the posterior using a Metropolis-within-Gibbs sampler, and generate unconditional and conditional forecasts with user-defined priors and restrictions. Methods are described in Rathke A. and Sarferaz S. (forthcoming) "Bayesian Estimation of Simultaneous Equations Model".
How to cite:
Merlin Scherer (2026). koma: Bayesian Simultaneous Equation Models for Forecasting. R package version 0.4.0, https://cran.r-project.org/web/packages/koma. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-09-27 17:21), 0.3.1 (2026-07-29 19:00)
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Complete documentation for koma
Functions, R codes and Examples using the koma R package
Full koma package functions and examples
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