Plot a parameter density summary for B-SVAR A(0) objects
Generate forecasts for fitted VAR objects
Lag decay specification check
Summary measures and plots for MS-B(S)VAR state-spaces
Likelihood normalization of SVAR models
Compare VAR forecasts to each other or real data
Impulse Response Function (IRF) Computation for a VAR
Subset of Data from Brandt, Colaresi, and Freeman (2008)
Bivariate Granger causality testing
Plots impulse responses
Print method for posterior fit measures
Find the null space of a matrix
Printing DFEV tables
Empirical CDF computations for posterior forecast samples
Weekly Goldstein Scaled Israeli-Palestinian Conflict Data, 1979-2003
Estimation of a reduced form VAR model
Decompositions of Forecast Error Variance (DFEV) for VAR/BVAR/BSVAR models
Log density for a Wishart variate
Random draws from and density for Dirichlet distribution
Utility function for generating the restriction matrix for hard
condition forecasting
Multivariate Normal Random Number Generator
Gibbs sampler for a Markov-switching Bayesian reduced form
vector autoregression model
Estimates the marginal likelihood and posterior probability for
VAR, BVAR, and BSVAR models
Gibbs sampler for coefficients of a B-SVAR model
Automated VAR lag specification testing
Mean absolute error of VAR forecasts
State-space filter and sampler for a Markov-switching VAR model
Plots VAR forecasts and their empirical error bands
Converts A0 objects to coda MCMC objects
Prints a list object for the VAR and BVAR models in MSBVAR
Plot function for forecasts
Summary functions for VAR / BVAR / B-SVAR model objects
Mountain plots for summarizing forecast densities
Sims-Zha Bayesian VAR Prior Specification Search
Summary functions for forecasts obtained through VAR / BVAR /
B-SVAR model objects
Forecast density estimation of hard condition forecasts for VAR
models via MCMC
Markov-switching Bayesian reduced form vector autoregression
model setup and posterior mode estimation
Gibbs sampler for posterior of Bayesian structural vector
autoregression models
Monte Carlo Integration / Simulation of Impulse Response
Functions
Root mean squared error of a Monte Carlo / MCMC sample of forecasts
Plotting posteriors of Monte Carlo simulated impulse responses
Forecast density estimation unconditional forecasts for VAR/BVAR/BSVAR
models via MCMC
Random deviates from a Wishart distribution
Reduced form Sims-Zha Bayesian VAR model estimation
Clustering and plotting function for msbvar permuted sample output
Baum-Hamilton-Lindgren-Kim state-space filter
Structural Sims-Zha Bayesian VAR model estimation