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-4.7)FAVAR_0.1.3.zip(r-4.6)FAVAR_0.1.3.zip(r-4.5)
FAVAR_0.1.3.tgz(r-4.6-any)FAVAR_0.1.3.tgz(r-4.5-any)
FAVAR_0.1.3.tar.gz(r-4.7-any)FAVAR_0.1.3.tar.gz(r-4.6-any)
FAVAR_0.1.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
FAVAR/json (API)
| # 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 from:ae9f3fb89e. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 131 | ||
| source / vignettes | OK | 178 | ||
| linux-release-x86_64 | OK | 157 | ||
| macos-release-arm64 | OK | 99 | ||
| macos-oldrel-arm64 | OK | 189 | ||
| windows-devel | OK | 100 | ||
| windows-release | OK | 123 | ||
| windows-oldrel | OK | 132 | ||
| wasm-release | OK | 102 |
Dependencies:bvartoolsclicodacodetoolscpp11doParalleldplyrfarverforeachgenericsggplot2gluegtableisobanditeratorslabelinglatticelifecyclemagrittrMASSMatrixMatrixModelsmcmcMCMCpackpillarpkgconfigquantregR6RColorBrewerRcppRcppArmadillorlangS7scalesSparseMsurvivaltibbletidyselectutf8vctrsviridisLitewithr
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 |
