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IRF() argument shock renamed to
impulse, for better clarity. If you have
shock = in existing calls to IRF(), rename it
to impulse =.
forecast(), conditional_forecast(), and
IRF() now transform each posterior draw before summarizing,
rather than summarizing and then transforming. This fixes incorrect
prediction/credible intervals and median point estimates/predictions
when using growth_rate_idx argument. Mean point
estimates/predictions are unaffected.
Now d_pred is automatically created in
fit() to make the user-experience smoother. However, it is
still left as an argument.
Fixed IRF() plotting: specifying only one of
response/impulse (leaving the other
NULL) previously ignored the specified index and plotted
all response-impulse combinations. Now the specified index is correctly
held fixed while the other dimension varies.
New steady_state_priors_plot() function for
visualizing steady-state priors.
forecast() now overlays posterior steady-state
estimates on forecast plots.
Stan code has been optimized. This includes assuming that all prior covariance matrices are diagonal.
Added a vignette
vignette("SteadyStateBVAR-intro")
Function documentations, vignettes, and the README have been revamped quite extensively.
Stan code now uses the new array syntax (@andrjohns, #4).
Small rework of plotting in forecast() and corrected
documentation.
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.