eval_pred_dens |
Evaluate the one step ahead predictive density of a fitted TVP model |
LPDS |
Calculate the Log Predictive Density Score for a fitted TVP model |
plot.mcmc.tvp |
Graphical summary of posterior distribution for a time-varying parameter |
plot.shrinkTVP |
Graphical summary of posterior distribution |
print.shrinkTVP |
Nicer printing of shrinkTVP objects |
shrinkTVP |
Markov Chain Monte Carlo (MCMC) for time-varying parameter models with shrinkage |
simTVP |
Generate synthetic data from a time-varying parameter model |