# Bayesian Inference of Vector Autoregressive Models

## Documentation for package ‘bvartools’ version 0.0.3

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

bvar | Bayesian Vector Autoregression Objects
bvartools | bvartools: Bayesian Inference of Vector Autoregressive Models
bvec | Bayesian Vector Error Correction Objects
bvec_to_bvar | Transform a VECM to VAR in levels
bvs | Bayesian Variable Selection
e1 | West German economic time series data
e6 | German interest and inflation rate data
fevd | Forecast Error Variance Decomposition
gen_var | Vector Autoregressive Model Input
gen_vec | Vector Error Correction Model Input
inclusion_prior | Prior Inclusion Probabilities
irf | Impulse Response Function
kalman_dk | Durbin and Koopman Simulation Smoother
loglik_normal | Calculates the log-likelihood of a multivariate normal distribution.
minnesota_prior | Minnesota Prior
plot.bvarfevd | Forecast Error Variance Decomposition
plot.bvarirf | Impulse Response Function
plot.bvarprd | Plotting Forecasts of BVAR Models
post_coint_kls | Posterior Draw for Cointegration Models
post_coint_kls_sur | Posterior Draw for Cointegration Models
post_normal | Posterior Draw from a Normal Distribution
post_normal_sur | Posterior Draw from a Normal Distribution
predict.bvar | Bayesian Vector Autoregression Objects
print.summary.bvar | Summarising Bayesian VAR Coefficients
print.summary.bvec | Summarising Bayesian VEC Coefficients
ssvs | Stochastic Search Variable Selection
ssvs_prior | Stochastic Search Variable Selection Prior
summary.bvar | Summarising Bayesian VAR Coefficients
summary.bvec | Summarising Bayesian VEC Coefficients
thin | Thinning Posterior Draws
us_macrodata | US macroeconomic data