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nk027 / bvar

Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.
https://cran.r-project.org/package=BVAR
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coda Dependency #44

Closed nk027 closed 4 years ago

nk027 commented 4 years ago

Maybe we should wrap outputs into coda::mcmc objects and just drop the relevant methods from BVAR.

nk027 commented 4 years ago

Nah.