Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.2) |
| Imports: | HI, minqa, mvnfast, utils, stats, methods, grDevices, graphics |
| Suggests: | knitr |
| Published: | 2015-12-21 |
| Author: | Christian Danne [aut, cre] |
| Maintainer: | Christian Danne <dannec at tcd.ie> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| SystemRequirements: | gcc (>= 4.0) |
| In views: | TimeSeries |
| CRAN checks: | VARsignR results |
| Reference manual: | VARsignR.pdf |
| Vignettes: |
Using VARsignR |
| Package source: | VARsignR_0.1.3.tar.gz |
| Windows binaries: | r-devel: VARsignR_0.1.3.zip, r-release: VARsignR_0.1.3.zip, r-oldrel: VARsignR_0.1.3.zip |
| macOS binaries: | r-release: VARsignR_0.1.3.tgz, r-oldrel: VARsignR_0.1.3.tgz |
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