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bayesianVARs 0.1.5

• Bug fix which makes estimation possible of a VAR with factor stochastic volatility structure on the errors with the restriction that the loadings matrix has zeros above the diagonal. Thanks to Stefan Haan for reporting the bug.

bayesianVARs 0.1.4

• For consistency with other functions, from now on prior_intercept in bvar() specifies standard deviations instead of variances.
• Bug fix concerning ‘additional check’ valgrind. Seems to pass the check now. Thanks to Brian Ripley for reporting the bug.

bayesianVARs 0.1.3

• bugfix concerning VAR with factor structure on errors with homoscedastic factors.

bayesianVARs 0.1.2

• Added minimum version to factorstochvol in the Imports field of the DESCRIPTION file in order to avoid unnecessary building errors. Thanks to Sergey Fedorov for pointing this out.
• vcov.bayesianVARs_bvar method now can be specified for specific time-points.
• bugfix in cpp function which constructs variance-covariance matrices. If a Cholesky structure for the errors had been specified, exported functions such as vcov, predict and fitted were affected.

bayesianVARs 0.1.1

• Fixed clang-UBSAN issue.
• Fixed undefined figure references in vignette.

bayesianVARs 0.1.0

• Initial CRAN submission.

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.