R: Bayesian Forecasting with Large Vector Autoregressions

# Bayesian Forecasting with Large Vector Autoregressions

## Documentation for package ‘bvars’ version 1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

bvars-package | Bayesian Forecasting with Large Vector Autoregressions
bvars | Bayesian Forecasting with Large Vector Autoregressions
compute_fitted_values.PosteriorBVAR | Computes posterior draws from data predictive density
compute_shocks | Computes posterior draws of shocks
compute_shocks.PosteriorBVAR | Computes posterior draws of shocks
compute_variance_decompositions.PosteriorBVAR | Computes posterior draws of the forecast error variance decomposition
estimate.BVAR | Bayesian Estimation via Gibbs sampler of a Bayesian VAR with a Flexible Error Term Specification
estimate.PosteriorBVAR | Bayesian Estimation via Gibbs sampler of a Bayesian VAR with a Flexible Error Term Specification
forecast.PosteriorBVAR | Forecasting using Structural Vector Autoregression
rmatnorm1 | Samples random numbers from the matrix-variate normal distribution
specify_bvar | R6 Class representing the specification of the 'BVAR' model
specify_posterior_bvar | R6 Class Representing 'PosteriorBVAR'
specify_prior_bvar | R6 Class Representing 'PriorBVAR'
specify_starting_values_bvar | R6 Class Representing 'StartingValuesBVAR'
summary.PosteriorBVAR | Provides posterior summary of VAR estimation
us_macro_chan | A 20-variable US macroeconomic system for the period 1959 Q4 - 2013 Q4