Weekly Goldstein Scaled Israeli-Palestinian Conflict Data, 1979-2003
Subset of Data from Brandt, Colaresi, and Freeman (2008)
Printing DFEV tables
Plot function for forecasts
Find the null space of a matrix
Mean absolute error of VAR forecasts
Prints a list object for the VAR and BVAR models in MSBVAR
Summary measures and plots for MS-B(S)VAR state-spaces
Quarterly U.S. GDP Growth, 1952Q3-1984Q4
Gibbs sampler for coefficients of a B-SVAR model
Lag decay specification check
Random draws from and density for Dirichlet distribution
Plot a parameter density summary for B-SVAR A(0) objects
Utility function for generating the restriction matrix for hard
condition forecasting
Simulate a Markov-switching VAR (MSVAR) process
Decompositions of Forecast Error Variance (DFEV) for VAR/BVAR/BSVAR models
Plots impulse responses
Gibbs sampler for a Markov-switching Bayesian reduced form
vector autoregression model
Random deviates from a Wishart distribution
Automated VAR lag specification testing
Likelihood normalization of SVAR models
Impulse Response Function (IRF) Computation for a VAR
Simulate (univariate) Markov-switching autoregressive (MSAR) data
Compare VAR forecasts to each other or real data
Multivariate Normal Random Number Generator
Markov-switching vector autoregression (MSVAR) estimator
Plots VAR forecasts and their empirical error bands
Forecast density estimation of hard condition forecasts for VAR
models via MCMC
Bivariate Granger causality testing
Generate forecasts for fitted VAR objects
Reduced form Sims-Zha Bayesian VAR model estimation
Clustering and plotting function for msbvar permuted sample output
Structural Sims-Zha Bayesian VAR model estimation
Monte Carlo Integration / Simulation of Impulse Response
Functions
Initializes the mode-finder for a Markov-switching Bayesian VAR model
Forecast density estimation unconditional forecasts for VAR/BVAR/BSVAR
models via MCMC
Gibbs sampler for posterior of Bayesian structural vector
autoregression models
Estimates the marginal likelihood or log posterior probability for
BVAR, BSVAR, and MSBVAR models
Converts A0 objects to coda MCMC objects
Plotting posteriors of Monte Carlo simulated impulse responses
Print method for posterior fit measures
Markov-switching Bayesian reduced form vector autoregression
model setup and posterior mode estimation
Estimation of a reduced form VAR model
Empirical CDF computations for posterior forecast samples
Log density for a Wishart variate
Summary functions for forecasts obtained through VAR / BVAR /
B-SVAR model objects
Summary functions for VAR / BVAR / B-SVAR model objects
Sims-Zha Bayesian VAR Prior Specification Search
Root mean squared error of a Monte Carlo / MCMC sample of forecasts
State-space forward-filter and backwards-sampler for a
Markov-switching VAR model
Mountain plots for summarizing forecast densities