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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[@]metanet.ch.

To cite shrinkTVP in publications use:

Knaus P, Bitto-Nemling A, Cadonna A, Frühwirth-Schnatter S (2021). “Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP.” Journal of Statistical Software, 100(13), 1–32. doi:10.18637/jss.v100.i13.

Corresponding BibTeX entry: 

  @Article{,
    title = {Shrinkage in the Time-Varying Parameter Model Framework
      Using the {R} Package {shrinkTVP}},
    author = {Peter Knaus and Angela Bitto-Nemling and Annalisa Cadonna
      and Sylvia Fr\"uhwirth-Schnatter},
    journal = {Journal of Statistical Software},
    year = {2021},
    volume = {100},
    number = {13},
    pages = {1--32},
    doi = {10.18637/jss.v100.i13},
  }

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.