FAVAR: Bayesian Analysis of a FAVAR Model
Estimate a FAVAR model by a Bayesian method, based on Bernanke et al. (2005) <doi:10.1162/0033553053327452>.
| Version: | 0.1.3 |
| Depends: | R (≥ 3.5.0) |
| Imports: | ggplot2, bvartools, foreach, magrittr, MCMCpack, coda, dplyr, doParallel, Matrix |
| Suggests: | testthat, vars, patchwork |
| Published: | 2022-05-26 |
| DOI: | 10.32614/CRAN.package.FAVAR |
| Author: | Pu Chen  [aut,
cre],
Chen Chen [aut],
Gary Koop [cph],
Dimitris Korobilis [cph] |
| Maintainer: | Pu Chen <shengnehs at qq.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | FAVAR results |
Documentation:
| Reference manual: | FAVAR.html , FAVAR.pdf |
Downloads:
| Package source: | FAVAR_0.1.3.tar.gz |
| Windows binaries: | r-devel: FAVAR_0.1.3.zip, r-release: FAVAR_0.1.3.zip, r-oldrel: FAVAR_0.1.3.zip |
| macOS binaries: | r-release (arm64): FAVAR_0.1.3.tgz, r-oldrel (arm64): FAVAR_0.1.3.tgz, r-release (x86_64): FAVAR_0.1.3.tgz, r-oldrel (x86_64): FAVAR_0.1.3.tgz |
| Old sources: | FAVAR archive |
Linking:
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