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GediminasB / bayesVAR_TVP

R/C++ implementation of Bayes VAR models

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rbayesvar

bayesVAR_TVP

R/C++ implementation of Bayes VAR-TVP models.

Package can be installed using devtools, e.g.

library(devtools)
install_github("GediminasB/bayesVAR_TVP")

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R/C++ implementation of Bayes VAR models

rbayesvar

License:GNU General Public License v3.0

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Language:R 49.5%Language:C++ 37.8%Language:TeX 12.3%Language:C 0.3%