Package: bayesianVARs
Title: MCMC Estimation of Bayesian Vectorautoregressions
Version: 0.1.5
Authors@R: c(
    person("Luis", "Gruber", , "Luis.Gruber@aau.at", role = c("cph", "aut", "cre"),
           comment = c(ORCID = "0000-0002-2399-738X")),
    person("Gregor", "Kastner", , "gregor.kastner@aau.at", 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
    priors following Gruber & Kastner (2023) <doi:10.48550/arXiv.2206.04902>.
    Efficient equation-per-equation estimation following Kastner & Huber
    (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/
BugReports: https://github.com/luisgruber/bayesianVARs/issues
Depends: R (>= 3.3.0)
Imports: colorspace, factorstochvol (>= 1.1.0), GIGrvg (>= 0.7),
        graphics, MASS, mvtnorm, Rcpp (>= 1.0.0), scales, stats,
        stochvol (>= 3.0.3), utils
Suggests: coda, knitr, rmarkdown, testthat (>= 3.0.0)
LinkingTo: factorstochvol, Rcpp, RcppArmadillo, RcppProgress, stochvol
VignetteBuilder: knitr
Config/testthat/edition: 3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.1
NeedsCompilation: yes
Packaged: 2024-11-13 20:37:23 UTC; lugruber
Author: Luis Gruber [cph, aut, cre] (<https://orcid.org/0000-0002-2399-738X>),
  Gregor Kastner [ctb] (<https://orcid.org/0000-0002-8237-8271>)
Maintainer: Luis Gruber <Luis.Gruber@aau.at>
Repository: CRAN
Date/Publication: 2024-11-13 20:50:02 UTC
Built: R 4.5.0; x86_64-apple-darwin20; 2025-01-27 06:02:45 UTC; unix
Archs: bayesianVARs.so.dSYM
