set_gdp

is.gdpspec

<a href="https://lifecycle.r-lib.org/articles/stages.html#experimental"><img src="figures/lifecycle-experimental.svg?package=bvhar&version=2.2.2" alt="[Experimental]"></a> Set GDP hyperparameters for VAR or VHAR coefficient and contemporaneous coefficient.

Tools to model and forecast multivariate time series
including Bayesian Vector heterogeneous autoregressive (VHAR) model
by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>).
'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.

Young Geun Kim

bvhar

Bayesian Vector Heterogeneous Autoregressive Modeling

Changryong Baek

set_gdp function

<dl><dt>shape_grid</dt>
<dd>Griddy gibbs grid size for Gamma shape hyperparameter</dd>
<dt>rate_grid</dt>
<dd>Griddy gibbs grid size for Gamma rate hyperparameter</dd>
<dt>x</dt>
<dd>Any object</dd></dl>

Arguments

<a href='https://lifecycle.r-lib.org/articles/stages.html#experimental'><img src='figures/lifecycle-experimental.svg' alt='[Experimental]' /></a> Set GDP hyperparameters for VAR or VHAR coefficient and contemporaneous coefficient.

Generalized Double Pareto Shrinkage Hyperparameters for Coefficients and Contemporaneous Coefficients — set_gdp

<dl>

<dt>shape_grid</dt>
<dd>Griddy gibbs grid size for Gamma shape hyperparameter</dd>


<dt>rate_grid</dt>
<dd>Griddy gibbs grid size for Gamma rate hyperparameter</dd>


<dt>x</dt>
<dd>Any object</dd>

</dl>

set_gdp: Generalized Double Pareto Shrinkage Hyperparameters for Coefficients and Contemporaneous Coefficients

Description

Usage

Value

Arguments

References