VARsignR (0.1.3)

0 users

Sign Restrictions, Bayesian, Vector Autoregression Models.

Provides routines for identifying structural shocks in vector autoregressions (VARs) using sign restrictions.

Maintainer: Christian Danne
Author(s): Christian Danne [aut, cre]

License: GPL (>= 3)

Uses: HI, minqa, mvnfast, knitr

Released over 4 years ago.



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of VARsignR yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter(20 best matches, based on common tags.)

Search for VARsignR on google, google scholar, r-help, r-devel.

Visit VARsignR on R Graphical Manual.