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.
Rcpp to address an issue
with Rcpp::stop.stochvol_ocsn2007 can handle multi-column input.stochvol_ksc1998 can handle multi-column input.post_gamma_state_variance for posterior
simulation of constant error variances of the state equation.post_normal_covar_tvp for posterior simulation of
time varying, lower triangular covariance matrices.post_normal_covar_const for posterior simulation
of constant, lower triangular covariance matrices.roxygen2.kalman_dk callable from C++.stoch_vol to a wrapper for
stochvol_ksc1998.stochvol_ksc1998.stochvol_ocsn2007.bvar.| in C++ sampling functions by
||.bvar and bvec
objects if Gibbs sampler fails..bvecalg..bvecalg and .bvectvpalg with
the storing of posterior draws of beta.predict.bvar, which could not handle only
VARX models with contemporaneous exogenous variables only.bvar and
bvec for visual inspection of posterior draws.bvaralg and bvecalg to make them
more stable for especially large output.draw_posterior to a generic function and added
the corresponding methods for BVAR, BVEC and DFM input.irf and fevd to generic
functions.thin_posterior methods were renamed to
thin and are now methods of coda::thin.irf allows to specify the size of a
shock.ssvs_prior concerning BVEC models.thin_posterior to a generic function and added
methods for BVAR, BVEC and dynamic factor model input.add_prior to a generic function and added
methods for BVAR, BVEC and dynamic factor model input.predict requires to specify an object of class
ts as input for argument exogen.add_priors methods.minnesota_prior and for
add_prior methods.Matrix from “Imports”” in DESCRIPTION,
which caused a note in version 0.0.3.bvarpost for posterior simulation of
BVAR models.bvecpost for posterior simulation of
BVEC models.draw_posterior for estimation of
multiple models.fevd calculates FEVDs based on means of
posterior draws of FEVDs and not based on the means of the coefficient
draws.bvar and summary.bvar can deal
with inclusion parameters.add_priors for easier construction of
prior matrices for multiple models.gen_var and gen_vec can produce multiple
models.predict.bvar to lower
cases.post_normal,
post_normal_sur, post_coint_kls and
post_coint_kls_sur to lower case letters.ssvs from
V_i to v_i.minnesota_prior and added additional
functionaliy.gen_var and gen_vec.us_macrodata.gen_vec.inclusion_prior for the calculation of
inclusion probability priors as used by bvs and
ssvs.summary functions.bvec_to_bvar.bvec_to_bvar.kalman_dk.irf contains a new argument
keep_draws.post_normal,
post_normal_sur, post_coint_kls and
post_coint_kls_sur.bvec.loglik_normal for the calculation of a
multivariate normal log-likelihood.ssvs after the introduction of
function ssvs_prior.ssvs_prior for the calculation of prior matrices
for the SSVS algorithm.minnesota_prior for the calculation of the
Minnesota prior.irf.post_coint_kls_sur the prior matrix g_i
can be time varying.bvar and predict also work only with
deterministic terms, i.e. p can be zero.post_coint_kls and
post_coint_kls_sur.predict allows for p = 1.plot.bvarfevd.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.