search

ankargren / mfbvar

R package for Mixed-Frequency Bayesian VARs
https://ankargren.github.io/mfbvar
38 stars 21 forks source link
package r rcpp rcpparmadillo

readme

mfbvar

Build Status Coverage status

Overview

The mfbvar package implements Bayesian mixed-frequency VAR models.

Installation

The current development version of the package can be installed with the help of devtools:

devtools::install_github("ankargren/mfbvar")

Usage

See the vignette for details and examples.