-
Notifications
You must be signed in to change notification settings - Fork 4
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Gruber
committed
Jan 18, 2024
1 parent
70790cb
commit 8910b79
Showing
1 changed file
with
10 additions
and
6 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,9 +1,12 @@ | ||
Package: bayesianVARs | ||
Title: MCMC Estimation of Bayesian Vectorautoregressions | ||
Version: 0.1.1.9000 | ||
Authors@R: | ||
Authors@R: c( | ||
person("Luis", "Gruber", , "[email protected]", role = c("cph", "aut", "cre"), | ||
comment = c(ORCID = "0000-0002-2399-738X")) | ||
comment = c(ORCID = "0000-0002-2399-738X")), | ||
person("Gregor", "Kastner", , "[email protected]", role = "ctb", | ||
comment = c(ORCID = "0000-0002-8237-8271")) | ||
) | ||
Description: Efficient Markov Chain Monte Carlo (MCMC) algorithms for the | ||
fully Bayesian estimation of vectorautoregressions (VARs) featuring | ||
stochastic volatility (SV). Implements state-of-the-art shrinkage | ||
|
@@ -12,21 +15,22 @@ Description: Efficient Markov Chain Monte Carlo (MCMC) algorithms for the | |
(2020) <doi:10.1002/for.2680> and Carrerio et al. (2021) | ||
<doi:10.1016/j.jeconom.2021.11.010>. | ||
License: GPL (>= 3) | ||
URL: https://github.com/luisgruber/bayesianVARs, https://luisgruber.github.io/bayesianVARs/ | ||
URL: https://github.com/luisgruber/bayesianVARs, | ||
https://luisgruber.github.io/bayesianVARs/ | ||
BugReports: https://github.com/luisgruber/bayesianVARs/issues | ||
Depends: | ||
R (>= 3.3.0) | ||
Imports: | ||
colorspace, | ||
factorstochvol (>= 1.1.0), | ||
GIGrvg, | ||
GIGrvg (>= 0.7), | ||
graphics, | ||
MASS, | ||
mvtnorm, | ||
Rcpp, | ||
Rcpp (>= 1.0.0), | ||
scales, | ||
stats, | ||
stochvol (>= 3.0.2), | ||
stochvol (>= 3.0.3), | ||
utils | ||
Suggests: | ||
coda, | ||
|