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bsvars
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bsvars
Bayesian Estimation of Structural Vector Autoregressive Models
https://bsvars.github.io/bsvars/
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Include a vignette
#88
donotdespair
opened
2 days ago
0
Release bsvars 3.0.1
#87
donotdespair
closed
1 day ago
0
82 please correct before 2024 07 04
#86
donotdespair
closed
2 days ago
0
Decomposition Plots Do not Have Legend
#85
ccoleman9
opened
2 days ago
1
a model with t-distributed structural shocks
#84
donotdespair
opened
3 days ago
0
Monthly data?
#83
RightHandOfDoom
opened
3 days ago
2
Please correct before 2024-07-04
#82
donotdespair
closed
2 days ago
2
SV identification and lower triangular structural matrix.
#81
giannilmbd
closed
4 days ago
3
Example doesn't work (can't plot forecast)
#80
giannilmbd
closed
1 week ago
4
small and bigger updates after submitting v3.0
#79
donotdespair
opened
1 week ago
0
check the sampling for MSH and MIX models
#78
donotdespair
closed
2 weeks ago
1
69 compute variance decompositions r vs cpp
#77
donotdespair
closed
2 weeks ago
0
expand methods `forecast` to allow conditional forecasting
#76
donotdespair
closed
2 weeks ago
0
expand arguments for `forecast` to allow conditional forecasting
#75
donotdespair
closed
2 weeks ago
0
what about these historical decompositions?
#74
donotdespair
closed
2 weeks ago
1
summary method for SDDRs
#73
donotdespair
closed
1 month ago
0
70 turn compute functions into generic and methods
#72
donotdespair
closed
1 month ago
0
correct `p` reading in the `compute_*()` functions
#71
donotdespair
closed
1 month ago
0
turn `compute_*()` functions into generic and methods
#70
donotdespair
closed
1 month ago
0
compute_variance_decompositions R vs cpp
#69
adamwang15
closed
2 weeks ago
4
correct fitted values
#67
donotdespair
closed
2 months ago
0
Release bsvars 3.0
#66
donotdespair
closed
1 week ago
0
A new check for class in compute functions close #63
#65
donotdespair
closed
2 months ago
0
36 include specialised plot functions
#64
donotdespair
closed
2 months ago
0
update help and documentation for generics
#63
donotdespair
closed
2 months ago
0
update DESCRIPTION details
#62
donotdespair
closed
2 weeks ago
0
SDDRs to verify hypotheses on the structural matrix
#61
donotdespair
opened
3 months ago
0
1 include s3 methods for r6 classes
#60
donotdespair
closed
3 months ago
0
summary functions for posterior outcomes
#59
donotdespair
closed
3 months ago
0
heterogenous Markov switching heteroskedasticity models
#58
donotdespair
opened
5 months ago
0
Allow specification of a larger number of components in sparse MS models
#57
donotdespair
closed
5 months ago
0
get rid of fill by reference
#56
donotdespair
closed
5 months ago
0
Improve sampling hyper-parameters
#55
donotdespair
closed
5 months ago
0
Identification with heteroscedasticity
#54
AndrewGuiseppe
closed
5 months ago
3
Impulse Responses across regimes
#53
RightHandOfDoom
closed
5 months ago
2
Response after shock from Exogenous variables?
#52
RightHandOfDoom
closed
5 months ago
3
Enhancement / feature request - identification strategy
#51
msh855
closed
5 months ago
5
26 sddrs
#50
donotdespair
closed
6 months ago
0
compiled with the new Rcpp v1.0.11.6
#49
donotdespair
closed
6 months ago
0
Fix the compilation problem communicated by CRAN
#48
donotdespair
closed
6 months ago
0
45 exogenous variables in the models
#47
donotdespair
closed
7 months ago
0
45 exogenous variables in the models closes #45
#46
donotdespair
closed
7 months ago
0
Exogenous variables in the models!
#45
donotdespair
closed
7 months ago
0
improved editing of the front page README
#42
donotdespair
closed
8 months ago
0
website to be developed
#41
donotdespair
closed
8 months ago
0
the first version
#40
donotdespair
closed
8 months ago
0
package website
#38
donotdespair
closed
2 months ago
0
package HEX logo
#37
donotdespair
closed
3 months ago
0
include specialised plot functions
#36
donotdespair
closed
2 months ago
0
34 introduce 3 level local global hierarchical prior for a and b matrices
#35
donotdespair
closed
8 months ago
0
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