Package: FAVAR 0.1.3
FAVAR: Bayesian Analysis of a FAVAR Model
Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) <doi:10.1162/0033553053327452>.
Authors:
FAVAR_0.1.3.tar.gz
FAVAR_0.1.3.zip(r-4.5)FAVAR_0.1.3.zip(r-4.4)FAVAR_0.1.3.zip(r-4.3)
FAVAR_0.1.3.tgz(r-4.4-any)FAVAR_0.1.3.tgz(r-4.3-any)
FAVAR_0.1.3.tar.gz(r-4.5-noble)FAVAR_0.1.3.tar.gz(r-4.4-noble)
FAVAR_0.1.3.tgz(r-4.4-emscripten)FAVAR_0.1.3.tgz(r-4.3-emscripten)
FAVAR.pdf |FAVAR.html✨
FAVAR/json (API)
NEWS
# Install 'FAVAR' in R: |
install.packages('FAVAR', repos = c('https://common2016.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/common2016/favar/issues
Last updated 2 years agofrom:ae9f3fb89e. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 29 2024 |
R-4.5-win | OK | Oct 29 2024 |
R-4.5-linux | OK | Oct 29 2024 |
R-4.4-win | OK | Oct 29 2024 |
R-4.4-mac | OK | Oct 29 2024 |
R-4.3-win | OK | Oct 29 2024 |
R-4.3-mac | OK | Oct 29 2024 |
Dependencies:bvartoolsclicodacodetoolscolorspacedoParalleldplyrfansifarverforeachgenericsggplot2gluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixMatrixModelsmcmcMCMCpackmgcvmunsellnlmepillarpkgconfigquantregR6RColorBrewerRcppRcppArmadillorlangscalesSparseMsurvivaltibbletidyselectutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
Help page | Topics |
---|---|
ar2ma | ar2ma |
Separate R From X | BGM |
Bayesian Estimation of VAR | BVAR |
Extract Coefficients of a FAVAR Model | coef.favar |
FAVAR | FAVAR |
Generalized Impulse Response Function (GIRF) | GI |
Impulse Response Function for FAVAR | irf |
Compute Impulse Response for Every Sample of MCMC | irf_single |
Sample Data | regdata |
Slow-moving or Not | slowcode |
Print Results of FAVAR | summary.favar |
Transformation Form for X | tcode |