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bayesianVARs 0.1.2

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@luisgruber luisgruber released this 22 Jan 08:29
  • 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.