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", "0.1.1")



Attach the package and use:
library("shrinkTVPVAR")
Maintained by
Peter Knaus
[Scholar Profile | Author Map]
First Published: 2024-09-16
Latest Update: 2024-09-16
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 0.1.1, https://cran.r-project.org/web/packages/shrinkTVPVAR. Accessed 06 May. 2025.
Previous versions and publish date:
No previous versions
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
04/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/0105/0205/0305/0405/05Downloads for shrinkTVPVAR02468101214TrendBars

Today's Hot Picks in Authors and Packages

tbrf  
Time-Based Rolling Functions
Provides rolling statistical functions based on date and time windows instead of n-lagged observatio ...
Download / Learn more Package Citations See dependency  
netUtils  
A Collection of Tools for Network Analysis
Provides a collection of network analytic (convenience) functions which are missing in other standar ...
Download / Learn more Package Citations See dependency  
tashu  
Analysis and Prediction of Bicycle Rental Amount
Provides functions for analyzing citizens' bicycle usage pattern and predicting rental amount on spe ...
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  
rotations  
Working with Rotation Data
Tools for working with rotational data, including simulation from the most commonly used distributi ...
Download / Learn more Package Citations See dependency  
simfam  
Simulate and Model Family Pedigrees with Structured Founders
The focus is on simulating and modeling families with founders drawn from a structured population (f ...
Download / Learn more Package Citations See dependency  

24,205

R Packages

207,311

Dependencies

65,312

Author Associations

24,206

Publication Badges

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