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mfbvar

Overview

The mfbvar package implements Bayesian mixed-frequency VAR models.

Installation

The current development version of the package can be installed with the help of devtools:

devtools::install_github("ankargren/mfbvar")

Usage

See the vignette for details and examples.

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Version

Install

install.packages('mfbvar')

Monthly Downloads

55

Version

0.5.6

License

GPL-3

Issues

10

Pull Requests

2

Stars

44

Forks

22

Maintainer

Sebastian Ankargren

Last Published

February 10th, 2021

Functions in mfbvar (0.5.6)

plot-mfbvar

Plotting methods for posterior mfbvar objects
mdd.mfbvar_minn_iw

Marginal data density method for class mfbvar_minn
mf_usa

US Macroeconomic Data Set
mdd

Marginal data density estimation
estimate_mfbvar

Mixed-frequency Bayesian VAR
predict.mfbvar

Predict method for class mfbvar
mf_sweden

Real-time data set for Sweden.
print.mfbvar

Printing method for class mfbvar
mfbvar

mfbvar: A package for mixed-frequency Bayesian vector autoregressive (VAR) models.
print.mfbvar_prior

Print method for mfbvar_prior
summary.mfbvar

Summary method for class mfbvar
summary.mfbvar_prior

Summary method for mfbvar_prior
set_prior

Set priors for mfbvar
interval_to_moments

Interval to moments
plot.mfbvar_prior

Plot method for class mfbvar_prior
mdd.mfbvar_ss_iw

Marginal data density method for class mfbvar_ss