[aut,
cre],
Angela Bitto-Nemling [aut],
Annalisa Cadonna
[aut],
Sylvia Frühwirth-Schnatter
[aut],
Daniel Winkler [ctb],
Kemal Dingic [ctb]Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of time-varying parameter models with shrinkage priors. Details on the algorithms used are provided in Bitto and Frühwirth-Schnatter (2019) <doi:10.1016/j.jeconom.2018.11.006>.
| Version: | 1.1.1 |
| Depends: | R (≥ 3.3.0) |
| Imports: | Rcpp, GIGrvg, stochvol, coda, methods, utils, zoo |
| LinkingTo: | Rcpp, RcppArmadillo, GIGrvg, RcppProgress, stochvol |
| Suggests: | testthat, knitr, rmarkdown, R.rsp |
| Published: | 2019-10-06 |
| Author: | Peter Knaus [aut,
cre],
Angela Bitto-Nemling [aut],
Annalisa Cadonna
[aut],
Sylvia Frühwirth-Schnatter
[aut],
Daniel Winkler [ctb],
Kemal Dingic [ctb] |
| Maintainer: | Peter Knaus <peter.knaus at wu.ac.at> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | shrinkTVP results |
| Reference manual: | shrinkTVP.pdf |
| Vignettes: |
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP |
| Package source: | shrinkTVP_1.1.1.tar.gz |
| Windows binaries: | r-devel: shrinkTVP_1.1.1.zip, r-release: shrinkTVP_1.1.1.zip, r-oldrel: shrinkTVP_1.1.1.zip |
| macOS binaries: | r-release: shrinkTVP_1.1.1.tgz, r-oldrel: shrinkTVP_1.1.1.tgz |
| Old sources: | shrinkTVP archive |
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