- Changed all argument names of
post_normal, post_normal_sur, post_coint_kls and post_coint_kls_sur to lower case letters.
- Replaced output element in function
ssvs from V_i to v_i.
- Refined function
minnesota_prior and added additional functionaliy.
- Fixed error message when creating seasonal dummies with
gen_var and gen_vec.
- New data set
us_macrodata.
- Added additional checks in
gen_vec.
- Added functions
inclusion_prior for the calculation of inclusion probability priors as used by bvs and ssvs.
- Added
summary functions.
- Fixed conversion and collection of exogenous regressors in
bvec_to_bvar.
- Fixed detection of deterministic terms in
bvec_to_bvar.
- Updated documentation in
kalman_dk.
irf contains a new argument keep_draws.- Additional checks in
post_normal, post_normal_sur, post_coint_kls and post_coint_kls_sur.
- Adapt vignette
bvec.
- Added
loglik_normal for the calculation of a multivariate normal log-likelihood.
- Updated vignette
ssvs after the introduction of function ssvs_prior.
- Added
ssvs_prior for the calculation of prior matrices for the SSVS algorithm.
- Added
minnesota_prior for the calculation of the Minnesota prior.
- Use unsigned integers for indices in Cpp code to address warnings during installation.
- Better error handling in
irf.
- In
post_coint_kls_sur the prior matrix g_i can be time varying.
bvar and predict also work only with deterministic terms, i.e. p can be zero.- Use SVD to obtain a draw of beta in
post_coint_kls and post_coint_kls_sur.
predict allows for p = 1.- Add legend to
plot.bvarfevd.