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Tools to research Bayesian Vector heterogeneous autoregressive (VHAR) model, referring to Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
Version: | 2.0.1 |
Depends: | R (≥ 3.6.0) |
Imports: | lifecycle, magrittr, Rcpp, ggplot2, tidyr, tibble, dplyr, foreach, purrr, stats, optimParallel, posterior, bayesplot |
LinkingTo: | BH, Rcpp, RcppEigen (≥ 0.3.4.0.0) |
Suggests: | covr, knitr, parallel, rmarkdown, testthat (≥ 3.0.0) |
Published: | 2024-03-01 |
Author: | Young Geun Kim [aut, cre, cph], Changryong Baek [ctb] |
Maintainer: | Young Geun Kim <ygeunkimstat at gmail.com> |
BugReports: | https://github.com/ygeunkim/bvhar/issues |
License: | GPL (≥ 3) |
URL: | https://ygeunkim.github.io/package/bvhar/, https://github.com/ygeunkim/bvhar |
NeedsCompilation: | yes |
Citation: | bvhar citation info |
Materials: | README NEWS |
CRAN checks: | bvhar results |
Reference manual: | bvhar.pdf |
Vignettes: |
Introduction to bvhar Empirical Bayes Forecasting Cpp source usage Minnesota Prior Shrinkage Priors |
Package source: | bvhar_2.0.1.tar.gz |
Windows binaries: | r-devel: bvhar_2.0.1.zip, r-release: bvhar_2.0.1.zip, r-oldrel: bvhar_2.0.1.zip |
macOS binaries: | r-release (arm64): bvhar_2.0.1.tgz, r-oldrel (arm64): bvhar_2.0.1.tgz, r-release (x86_64): bvhar_2.0.1.tgz, r-oldrel (x86_64): bvhar_2.0.1.tgz |
Old sources: | bvhar archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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