Encoding: UTF-8
Language: en-US
Package: BHSBVAR
Type: Package
Title: Structural Bayesian Vector Autoregression Models
Version: 3.1.3
Date: 2025-11-13
Authors@R: person(given = "Paul", family = "Richardson", role = c("aut", "cre"), email = "p.richardson.54391@gmail.com")
Description: Provides a function for estimating the parameters of Structural Bayesian Vector Autoregression models with the method developed by Baumeister and Hamilton (2015) <doi:10.3982/ECTA12356>, Baumeister and Hamilton (2017) <doi:10.3386/w24167>, and Baumeister and Hamilton (2018) <doi:10.1016/j.jmoneco.2018.06.005>. Functions for plotting impulse responses, historical decompositions, and posterior distributions of model parameters are also provided.
License: GPL (>= 3)
Imports: Rcpp (>= 1.1.0)
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 4.4.0)
Suggests: rmarkdown, knitr, bookdown
VignetteBuilder: knitr
LazyData: true
NeedsCompilation: yes
RoxygenNote: 7.3.3
Packaged: 2025-11-14 13:15:47 UTC; prich
Author: Paul Richardson [aut, cre]
Maintainer: Paul Richardson <p.richardson.54391@gmail.com>
Repository: CRAN
Date/Publication: 2025-11-14 20:00:20 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-26 12:50:17 UTC; unix
Archs: BHSBVAR.so.dSYM
