Does Pyflux support Minnesota prior for BVAR?

RJT1990 / pyflux

Open source time series library for Python

BSD 3-Clause "New" or "Revised" License

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Open fernandolkf opened 6 years ago

fernandolkf commented 6 years ago

I did not find the Minnesota prior as a Bayesian method on BVAR. Is there any kind of support for it?