Other packages > Find by keyword >

shrinkTVPVAR  

Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("shrinkTVPVAR", "1.0.1")



Attach the package and use:
library("shrinkTVPVAR")
Maintained by
Peter Knaus
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-09-16
Latest Update: 2025-06-03
Description:
Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of time-varying parameter vector autoregressive models with shrinkage priors. Details on the algorithms used are provided in Cadonna et al. (2020) <doi:10.3390/econometrics8020020> and Knaus et al. (2021) <doi:10.18637/jss.v100.i13>.
How to cite:
Peter Knaus (2024). shrinkTVPVAR: Efficient Bayesian Inference for TVP-VAR-SV Models with Shrinkage. R package version 1.0.1, https://cran.r-project.org/web/packages/shrinkTVPVAR. Accessed 14 Mar. 2026.
Previous versions and publish date:
0.1.1 (2024-09-16 11:00)
Other packages that cited shrinkTVPVAR R package
View shrinkTVPVAR citation profile
Other R packages that shrinkTVPVAR depends, imports, suggests or enhances
Complete documentation for shrinkTVPVAR
Functions, R codes and Examples using the shrinkTVPVAR R package
Full shrinkTVPVAR package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

bioC.logs  
BioConductor Package Downloads Stats
Download stats reported from the BioConductor.org stats website. ...
Download / Learn more Package Citations See dependency  
zoltr  
Interface to the 'Zoltar' Forecast Repository API
'Zoltar' <https://www.zoltardata.com/> ...
Download / Learn more Package Citations See dependency  
serpstatr  
'Serpstat' API Wrapper
The primary goal of 'Serpstat' API is to reduce manual SEO (search engi ...
Download / Learn more Package Citations See dependency  
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  
easyDes  
An Easy Way to Descriptive Analysis
Descriptive analysis is essential for publishing medical articles. This package provides an easy ...
Download / Learn more Package Citations See dependency  
spatstat.Knet  
Extension to 'spatstat' for Large Datasets on a Linear Network
Extension to the 'spatstat' family of packages, for analysing large datasets of spatial points on ...
Download / Learn more Package Citations See dependency  

26,352

R Packages

225,784

Dependencies

70,526

Author Associations

26,294

Publication Badges

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