BVAR

cranv1.0.5

Hierarchical Bayesian Vector Autoregression. Estimation of hierarchical Bayesian vector autoregressive models following Kuschnig & Vashold (2021) <doi:10.18637/jss.v100.i14>. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015) <doi:10.1162/REST_a_00483>. Functions to compute and ide

License GPL-3 | file LICENSE0 versions1 maintainers5 deps293 weekly dl
nk027/bvar
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  • Low health score (37/100)
Health breakdown0 – 100
0/25
maintenance
3/20
popularity
25/25
security
6/15
maturity
3/15
community
Vulnerabilities
0
none known

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First published · 2024-02-16 11:39:31

Last updated · 2024-02-16T09:40:05+00:00

BVAR — Health Score 37/100 | DepScope