Bayesian Estimation of Dynamic VAR Models using STAN

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Documentation for package ‘bvarnet’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

bf_table	Compute Savege-Dickey Bayes factors
bvar	Fit a Bayesian multilevel VAR network model
compare_to_truth	Compare fitted model parameters to simulation truth
extract_draws	Extract raw posterior draws for a single parameter block
extract_network_matrix	Extract a network matrix of temporal coefficients
extract_param	Extract labelled parameter summaries from a fitted bvarnet model
extract_random_effects	Extract random-effect summaries
extract_temporal	Extract temporal (VAR lag) effects
format.bvarnet_prior	Format a bvarnet_prior for printing
get_default_priors	Get the default prior specification for a given model family
print.bvarnet	Print a bvarnet model object
print.bvarnet_prior	Print a bvarnet_prior
print.bvarnet_priors	Print a bvarnet_priors specification
print.summary.bvarnet	Print a bvarnet summary
prior	Construct a single prior distribution
set_priors	Build a prior specification object for 'bvar()'
sim_var	Simulate data from a multilevel VAR model
studentlife	StudentLife Data
summary.bvarnet	Summary method for bvarnet objects