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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 [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 |
Reference manual: | FAVAR.pdf |
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 |
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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.