https://github.com/ankargren/mfbvar

R package for Mixed-Frequency Bayesian VARs
https://github.com/ankargren/mfbvar

package r rcpp rcpparmadillo

Last synced: 9 months ago
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R package for Mixed-Frequency Bayesian VARs

• Host: GitHub
• URL: https://github.com/ankargren/mfbvar
• Owner: ankargren
• Created: 2016-11-03T10:51:46.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2021-05-11T19:43:06.000Z (about 5 years ago)
• Last Synced: 2025-09-08T16:46:08.105Z (10 months ago)
• Topics: package, r, rcpp, rcpparmadillo
• Language: R
• Homepage: https://ankargren.github.io/mfbvar
• Size: 61.5 MB
• Stars: 42
• Watchers: 6
• Forks: 21
• Open Issues: 12
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

• awesome-var - mfbvar - Frequency Bayesian VARs (Uncategorized / Uncategorized)

README

          

mfbvar

======

[![Build Status](https://travis-ci.org/ankargren/mfbvar.svg?branch=master)](https://travis-ci.org/ankargren/mfbvar) [![](http://www.r-pkg.org/badges/version/mfbvar)](https://www.r-pkg.org:443/pkg/mfbvar) [![Coverage status](https://codecov.io/gh/ankargren/mfbvar/branch/master/graph/badge.svg)](https://codecov.io/github/ankargren/mfbvar?branch=master)

Overview

--------

The `mfbvar` package implements Bayesian mixed-frequency VAR models.

Installation

------------

The current development version of the package can be installed with the help of `devtools`:

``` r

devtools::install_github("ankargren/mfbvar")

```

Usage

-----

See the vignette for details and examples.