Package: bvartools
Title: Bayesian Inference of Vector Autoregressive Models
Version: 0.0.2
Date: 2019-08-19
Authors@R: person("Franz X.", "Mohr", email = "bvartools@outlook.com", role = c("aut","cre"))
Description: Assists in the set-up of algorithms for Bayesian inference of vector autoregressive (VAR) models. Functions for posterior simulation, forecasting, impulse response analysis and forecast error variance decomposition are largely based on the introductory texts of Koop and Korobilis (2010) <doi:10.1561/0800000013> and Luetkepohl (2007, ISBN: 9783540262398). 
License: GPL (>= 2)
Depends: R (>= 3.3.0)
Imports: coda, grDevices, graphics, Rcpp (>= 0.12.14), stats
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
RoxygenNote: 6.1.1
URL: https://github.com/franzmohr/bvartools
BugReports: https://github.com/franzmohr/bvartools/issues
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2019-08-20 06:47:11 UTC; franz
Author: Franz X. Mohr [aut, cre]
Maintainer: Franz X. Mohr <bvartools@outlook.com>
Repository: CRAN
Date/Publication: 2019-08-20 12:00:05 UTC
Built: R 4.0.0; x86_64-w64-mingw32; 2020-04-10 04:28:26 UTC; windows
Archs: i386, x64
