The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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 ORCID iD [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.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:

Please use the canonical form https://CRAN.R-project.org/package=FAVAR to link to this page.

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.
Health stats visible at Monitor.