Recent Releases of bayesianvars
bayesianvars - bayesianVARs 0.1.5
- Bug fix which makes estimation possible of a VAR with factor stochastic volatility structure on the errors with the restriction that the loadings matrix has zeros above the diagonal. Thanks to Stefan Haan for reporting the bug.
- R
Published by luisgruber over 1 year ago
bayesianvars - bayesianVARs 0.1.4
- For consistency with other functions, from now on prior_intercept in bvar() specifies standard deviations instead of variances.
- Bug fix concerning 'additional check' valgrind. Seems to pass the check now. Thanks to Brian Ripley for reporting the bug.
- R
Published by luisgruber over 1 year ago
bayesianvars - bayesianVARs 0.1.3
- bugfix concerning VAR with factor structure on errors with homoscedastic factors.
- R
Published by luisgruber over 1 year ago
bayesianvars - bayesianVARs 0.1.2
- Added minimum version to factorstochvol in the Imports field of the DESCRIPTION file in order to avoid unnecessary building errors. Thanks to Sergey Fedorov for pointing this out.
- vcov.bayesianVARs_bvar method now can be specified for specific time-points.
- bugfix in cpp function which constructs variance-covariance matrices. If a Cholesky structure for the errors had been specified, exported functions such as vcov, predict and fitted were affected.
- R
Published by luisgruber about 2 years ago
bayesianvars - bayesianVARs 0.1.0
- Initial CRAN submission.
- R
Published by luisgruber about 2 years ago