VARsignR: Sign Restrictions, Bayesian, Vector Autoregression Models

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

Version: 0.1.3
Depends: R (≥ 3.2)
Imports: HI, minqa, mvnfast, utils, stats, methods, grDevices, graphics
Suggests: knitr
Published: 2015-12-21
Author: Christian Danne [aut, cre]
Maintainer: Christian Danne <dannec at tcd.ie>
License: GPL (≥ 3)
NeedsCompilation: no
SystemRequirements: gcc (>= 4.0)
In views: TimeSeries
CRAN checks: VARsignR results

Downloads:

Reference manual: VARsignR.pdf
Vignettes: Using VARsignR
Package source: VARsignR_0.1.3.tar.gz
Windows binaries: r-devel: VARsignR_0.1.3.zip, r-release: VARsignR_0.1.3.zip, r-oldrel: VARsignR_0.1.3.zip
OS X El Capitan binaries: r-release: VARsignR_0.1.3.tgz
OS X Mavericks binaries: r-oldrel: VARsignR_0.1.3.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=VARsignR to link to this page.